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2. Credit spread (options) - Wikipedia

   en.wikipedia.org/wiki/Credit_spread_(options)

   For example, one uses a credit spread as a conservative strategy designed to earn modest income for the trader while also having losses strictly limited. It involves simultaneously buying and selling (writing) options on the same security/index in the same month, but at different strike prices.

3. Black–Derman–Toy model - Wikipedia

   en.wikipedia.org/wiki/Black–Derman–Toy_model

   In mathematical finance, the Black–Derman–Toy model (BDT) is a popular short-rate model used in the pricing of bond options, swaptions and other interest rate derivatives; see Lattice model (finance) § Interest rate derivatives.

4. Options strategy - Wikipedia

   en.wikipedia.org/wiki/Options_strategy

   Many options strategies are built around spreads and combinations of spreads. For example, a bull put spread is basically a bull spread that is also a credit spread while the iron butterfly can be broken down into a combination of a bull put spread and a bear call spread.

5. Fixed-income attribution - Wikipedia

   en.wikipedia.org/wiki/Fixed-income_attribution

   The risks affecting the return on a bond portfolio, as an example, include the overall level of the yield curve, the slope of the yield curve, and the credit spreads of the bonds in the portfolio. A portfolio manager may hold firm views on the ways in which these factors will change in the near future, so in three separate risk decisions he ...

6. Margrabe's formula - Wikipedia

   en.wikipedia.org/wiki/Margrabe's_formula

   In mathematical finance, Margrabe's formula [1] is an option pricing formula applicable to an option to exchange one risky asset for another risky asset at maturity. It was derived by William Margrabe (PhD Chicago) in 1978. Margrabe's paper has been cited by over 2000 subsequent articles.

7. Z-spread - Wikipedia

   en.wikipedia.org/wiki/Z-spread

   The Z-spread of a bond is the number of basis points (bp, or 0.01%) that one needs to add to the Treasury yield curve (or technically to Treasury forward rates) so that the Net present value of the bond cash flows (using the adjusted yield curve) equals the market price of the bond (including accrued interest).