This preview shows page 1. Sign up to view the full content.
Unformatted text preview: collar, straddle, strangle, butterfly spread, what is the purpose of the Black-Scholes formula, zero-cost collar, pay later strategy, forward contract, tailed position, synthetic forward, cash and carry, cost of carry, futures contract, margin, margin call, zero-coupon bond yield, zero-coupon bond price, one-year implied forward rate, par coupon rate...
View Full Document
- Fall '09