Global Information Lookup Global Information

Diagonal spread information


In derivatives trading, the term diagonal spread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established by simultaneously buying and selling equal amount of option contracts of the same type (call options or put options) but with different strike prices and expiration dates.

and 21 Related for: Diagonal spread information

Request time (Page generated in 0.8438 seconds.)

Diagonal spread

Last Update:

trading, the term diagonal spread is applied to an options spread position that shares features of both a calendar spread and a vertical spread. It is established...

Word Count : 87

Options strategy

Last Update:

spread shouldn't be confused with a spread option. The three main classes of spreads are the horizontal spread, the vertical spread and the diagonal spread...

Word Count : 2106

Corporate bond

Last Update:

increased credit spread. This explains, for example, the Option Adjusted Spread on a Ginnie Mae MBS relative to the Treasury curve. Credit Spread Risk: The risk...

Word Count : 1794

Government debt

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 3331

Local volatility

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 4345

SABR volatility model

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 2432

Real options valuation

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 7125

International tax planning

Last Update:

because assets in the policy are held in segregated accounts and can be spread over multiple jurisdictions worldwide. EWP creates viable structure under...

Word Count : 980

Anatolian diagonal

Last Update:

The Anatolian diagonal is a theoretical dividing line which runs diagonally across central and eastern Turkey from the northeastern corner of the Mediterranean...

Word Count : 640

Tax policy

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 3746

Minibond

Last Update:

Rainbow Spread Swaption Strategies Backspread Box spread Butterfly Calendar spread Collar Condor Covered option Credit spread Debit spread Diagonal spread Fence...

Word Count : 153

Ratio spread

Last Update:

different month, this is known as a ratio-diagonal trade. As with all option spreads, the trader in a ratio-spread will strongly prefer to buy options having...

Word Count : 362

Box spread

Last Update:

put spread at the same pair of strike prices. We can obtain a third view of the long box-spread by reading the table diagonally. A long box-spread can...

Word Count : 1710

Eigenvalues and eigenvectors

Last Update:

entries only along the main diagonal are called diagonal matrices. The eigenvalues of a diagonal matrix are the diagonal elements themselves. Consider...

Word Count : 13540

Chess piece

Last Update:

relatively more valuable; they can be positioned to control long, open diagonal spaces. In a closed game with lines of protected pawns blocking bishops...

Word Count : 1605

Pulaski Skyway

Last Update:

Taylor-Fichter Steel Construction Company—were awarded contracts for the so-called "Diagonal Highway", with construction to start in April 1930. The two river bridges...

Word Count : 6745

Chaturanga

Last Update:

horizontal or diagonal), the same as the king in chess. There is no castling in chaturanga. The General in Chinese xiangqi lacks diagonals, which might...

Word Count : 2011

Ambling gait

Last Update:

pattern of right rear, right front, left rear, left front. Others are diagonal, meaning that the feet on opposite sides of the horse move forward in sequence...

Word Count : 4338

Principal component analysis

Last Update:

choice of basis will transform the covariance matrix into a diagonalized form, in which the diagonal elements represent the variance of each axis. The proportion...

Word Count : 14283

Standard RAID levels

Last Update:

computations (parity and Reed–Solomon), orthogonal dual parity check data and diagonal parity, have been used to implement RAID Level 6." The 2 extra blocks are...

Word Count : 4543

Acacia acradenia

Last Update:

divides above ground level to form some main stems that are straight, diagonally spreading to erect and covered in smooth light grey bark except toward the...

Word Count : 683

PDF Search Engine © AllGlobal.net