The Greeks

A number of terms, mostly denoted by Greek letters, that measure an option’s (or a … read more

The half of an interest-rate swap whose interest rate changes with LIBOR.  

The first derivative of an option price in regard to the price of the underlying … read more

Treasuries where the interest payments have been removed, or stripped, from the principal and are … read more

The first derivative of delta in regards to the price of the underlying security, and … read more

A process whereby one makes risk-free profit (arbitrage) through index futures. Because the forward price … read more

The first derivative of the option price as regards the volatility of the underlying stock. … read more

  Seven Pillars Institute for Global Finance and Ethics is soliciting papers for the inaugural … read more

Heart and Soul, The BBC The BBC has a report on whether one can have … read more