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forward derivative

См. также в других словарях:

  • derivative — de·riv·a·tive 1 /də ri və tiv/ n: a contract or security that derives its value from that of an underlying asset (as another security) or from the value of a rate (as of interest or currency exchange) or index of asset value (as a stock index) ◇… …   Law dictionary

  • Derivative (finance) — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Forward contract — Financial markets Public market Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond …   Wikipedia

  • Forward measure — A T forward measure is a pricing measure absolutely continuous with respect to a risk neutral measure but rather than using the money market as numeraire, it uses a bond with maturity T. Mathematical Definition Let D(T) = expleft( int 0^T r(u) du …   Wikipedia

  • Forward rate agreement — In finance, a forward rate agreement (FRA) is a forward contract in which one party pays a fixed interest rate, and receives a floating interest rate equal to a reference rate (the underlying rate). The payments are calculated over a notional… …   Wikipedia

  • Derivative — A security whose price is dependent upon or derived from one or more underlying assets. The derivative itself is merely a contract between two or more parties. Its value is determined by fluctuations in the underlying asset. The most common… …   Investment dictionary

  • derivative — A financial instrument, the price of which has a strong relationship with an underlying commodity, currency, economic variable, or financial instrument. The different types of derivatives are futures contracts, forwards (see forward dealing),… …   Big dictionary of business and management

  • derivative — A financial instrument, the price of which has a strong correlation with an underlying commodity, currency, economic variable or financial instrument. The different types of derivatives are futures contracts, forwards (see forward dealing), swaps …   Accounting dictionary

  • Credit derivative — In finance, a credit derivative is a securitized derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset. In this way, the credit risk is on an entity other than the counterparties to the… …   Wikipedia

  • Interest rate derivative — An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a (usually notional) amount of money at a given interest rate.The interest rate derivatives market is the largest derivatives market in the… …   Wikipedia

  • Freight derivative — Freight derivatives, which includes Forward Freight Agreement (FFA) and options based on these, are financial instruments for trading in future levels of freight rates, for dry bulk carriers and tankers. These instruments are settled against… …   Wikipedia

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