THE WILLIAM MARGRABE GROUP, INC., CONSULTING, PRESENTS
THE DERIVATIVES 'ZINETM     November 2001


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Derivatives DictionaryTM  Last revised: 03/02/02

Revised: 8/28/01. Bulldog bonds. 

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z #

Click on the first letter of the term you seek to jump to the appropriate section of the glossary. If the term starts with a digit or symbol, choose the '#' link. 

If you can't find your word in the Derivatives Dictionary or Devil's Derivatives Dictionary, look at the long list of other financial vocabulary resources at FinancialVocabulary.htm.  

Derivative Products from A to Z. Do Derivative Products confuse you sometimes? You might be a Derivatives Illiterate if you

  • think the short-short rule is a dress code
  • think that people who talk about the Forward Forward Curve and Vol-Vol are stuttering
  • struggle with Strips, Straps, Straddles, and Strangles
  • think you went on a Gilt Strip for forgetting Mother's Day
  • think the Caplets and Montagues were feuding in Shakespeare's "Romeo and Juliet"
  • wonder why a mere Caption can sell for more than a journalist's annual salary
  • think Monster ABS are the result of thousands of situps plus consumption of steroids
  • have tried and failed to get a date with Fiona and Sonia
  • think your homeowner's policy covers Stub Risk stemming from cracks in the sidewalk
  • can't tell a Volvo from Vol-Vol
  • think REMIC was the lead actress opposite Jack Lemmon in Days of Wine and Roses.

If more than half these "bullets" hit their target, you may have a problem that you could solve here! Become literate in Derivatives lingo, have fun, and increase your income up to 10,000% by browsing the Derivatives DictionaryTM.

If you ever run across a Derivatives term that you don't see in the Derivatives DictionaryTM, why don't you just

  • check out The Derivative 'ZineTM's links to other dictionaries and glossaries and if they don't help,
  • send Dr. Risk E-mail that includes useful information – such as where your read or heard the term, and the context in which you found it (this will increase your probability of a favorable outcome) – and ask him about it? Dr. Risk will respond to you directly. We'll feature the most interesting terms – and Dr. Risk's definitions – when we revise the page.

FYI, for everyone who – like me – lacks a background in Latin, q.v. is the abbreviation for a Latin expression that means, "which see". When you see (q.v.) in a definition, you might want to follow up the definition you're reading with a visit to the definition of the nearby Derivatives term, to add context.

<< Derivatives Dictionary Recommended In Award Winning Book
"I thought you might like to know that your web site (Derivatives Dictionary) was reviewed and recommended in the book 'Investing Online' - published by Financial Times Pitman Publishing [London]."
Regards
Stephen Eckett
se@numa.com
>>

Print Sources: Occasionally, we refer to print sources for definitions. For bibliographical information on these sources, click here


A B C D E F G H I J K L M N O P Q R S T U V W X Y Z #

Select the first letter of the word from the list above to jump to the appropriate section of the glossary. If the term you are looking for starts with a digit or symbol, choose the '#' link.


Revised: 8/28/01. Bulldog bonds. 

Revised: 7/28/00. CUSIP, CUSIP number, equivalent, equivalent martingale measure, martingale, martingale measure, measure, probability measure, random variable, 7/28/00. 3-1 ARM. Revised: 6/28/00. boolean trades, Green Shoe option. Revised: 5/28/00. BISTRO, Chase Secured Loan Trust Note (CSLT). Revised: 4/28/00. concentration risk, super replication, variance swap, volatility convexity, weather derivatives, zeta. 

Revised: 11/28/99. back months, blank check company, deck, ECN, fading a big dog, floor broker, floor trader, front months, loan participation fund, pooling of interests, project financing, purchase method, 50 at 7, 6 bid at 7, 6 for 50. Revised: 9/28/99. alpha, derivative, derivative product, Edge corporation, Sharpe ratio, vanna, vomma, ZENS, 1978 International Banking Act. Revised: 7/28/99. currency swap, scalping, trading post, T+1, value date, 1M, 2M, ... Revised: 6/28/99. car, carry trade, clean price, dirty price, money market rates, stress test, yard. Revised: 5/28/99. Continuation structure, derivative products company, DPC, overnight rate, spot rate, termination structure, tom/next rate. Revised: 3/28/99. Commission Bancaire, overnight, spot date, spot/next, tom/next. Revised: 2/28/99. Domestic market, external market, foreign market, internal market, Matador market, Rembrandt market, Samurai market, Yankee market. Revised: 1/28/99. Discount rate, Euribor, Euro LIBOR, Lombard rate, Lombard loan, real option, rediscount credit. 

Revised: 11/28/98. Bankruptcy futures, cabinet trade, Pfandbriefe, Pfandbriefe (Jumbo), Pfandbriefe (Public). Revised: 9/28/98. ECB, European Central Bank, non deliverable forward, TED spread, vulnerable options. Revised: 8/28/98. Credit-linked note, credit option, credit option on Brady bonds (COBRA), credit spread, credit spread option, credit spread swap, credit swap, total return option, total return swap. Revised: 7/28/98. Eurojunk, OATS, Obligations Assimilables du Trésor, Section 215, SPOOs, VIX.

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