When.com Web Search

  1. Ad

    related to: spread rate calculator
    • FHA Home Loans

      Higher Loan Limits + Lower Rates.

      Get Started Today!

    • 5-Year ARM Loans

      Which Loan is Right? America's Home

      Loan Experts Can Help! Apply Now!

Search results

  1. Results From The WOW.Com Content Network
  2. Margrabe's formula - Wikipedia

    en.wikipedia.org/wiki/Margrabe's_formula

    Note the dividend rate q 1 of the first asset remains the same even with change of pricing. Applying the Black-Scholes formula with these values as the appropriate inputs, e.g. initial asset value S 1 (0)/S 2 (0), interest rate q 2, volatility σ, etc., gives us the price of the option under numeraire pricing.

  3. 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). The spread is calculated iteratively.

  4. Seafloor spreading - Wikipedia

    en.wikipedia.org/wiki/Seafloor_spreading

    Spreading rate is the rate at which an ocean basin widens due to seafloor spreading. (The rate at which new oceanic lithosphere is added to each tectonic plate on either side of a mid-ocean ridge is the spreading half-rate and is equal to half of the spreading rate). Spreading rates determine if the ridge is fast, intermediate, or slow.

  5. Quantifi Powers Price-Spread Calculator for ICE Credit Futures

    www.aol.com/news/2013-08-21-quantifi-powers...

    Quantifi Powers Price-Spread Calculator for ICE Credit Futures Web-based calculator allows ICE market participants to accurately measure risk exposures LONDON & NEW YORK--(BUSINESS WIRE ...

  6. Yield spread - Wikipedia

    en.wikipedia.org/wiki/Yield_spread

    In finance, the yield spread or credit spread is the difference between the quoted rates of return on two different investments, usually of different credit qualities but similar maturities. It is often an indication of the risk premium for one investment product over another. The phrase is a compound of yield and spread.

  7. Interquartile range - Wikipedia

    en.wikipedia.org/wiki/Interquartile_range

    The IQR may also be called the midspread, middle 50%, fourth spread, or H‑spread. It is defined as the difference between the 75th and 25th percentiles of the data. [ 2 ] [ 3 ] [ 4 ] To calculate the IQR, the data set is divided into quartiles , or four rank-ordered even parts via linear interpolation. [ 1 ]

  8. Option-adjusted spread - Wikipedia

    en.wikipedia.org/wiki/Option-adjusted_spread

    Option-adjusted spread (OAS) is the yield spread which has to be added to a benchmark yield curve to discount a security's payments to match its market price, using a dynamic pricing model that accounts for embedded options. OAS is hence model-dependent.

  9. Stock option return - Wikipedia

    en.wikipedia.org/wiki/Stock_option_return

    The Bull Put Credit Spread (see bull spread) is a bullish strategy and consists of selling a put option and purchasing a put option for the same stock or index at differing strike prices for the same expiration. The purchased put option is entered at a strike price lower than the strike price of the sold put option.