Price-Based Option — A derivative financial instrument in which the underlying asset is a debt security. Typically, these options give their holders the right to purchase or sell an underlying debt security (usually a bond) or to receive cash payment based on the… … Investment dictionary
Option offense — Morris Knolls High school running an option offense The option offense is a generic term that is used to describe a wide variety of offensive systems in American football. Option offenses are characterized as such due to the predominance of… … Wikipedia
Option-adjusted spread — (OAS) is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. OAS is hence model dependent. This concept can be applied … Wikipedia
Option adjusted spread — (OAS) is the flat spread over the treasury yield curve required to discount a security payment to match its market price. This concept can be applied to mortgage backed security (MBS), Options, Bonds and any other interest rate… … Wikipedia
Yield curve spread — on a simple mortgage backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre determined coupon schedule to arrive at its present market price.That is, the MBS yield curve spread is based on a… … Wikipedia
Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
Yield curve — This article is about yield curves as used in finance. For the term s use in physics, see Yield curve (physics). Not to be confused with Yield curve spread – see Z spread. The US dollar yield curve as of February 9, 2005. The curve has a typical… … Wikipedia
Nuclear weapon yield — Logarithmic scatterplot comparing the yield (in kilotons) and weight (in kilograms) of all nuclear weapons developed by the United States. The explosive yield of a nuclear weapon is the amount of energy discharged when a nuclear weapon is… … Wikipedia
Employee stock option — An employee stock option is a call option on the common stock of a company, issued as a form of non cash compensation. Restrictions on the option (such as vesting and limited transferability) attempt to align the holder s interest with those of… … Wikipedia
Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… … Wikipedia