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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.
Spread Component (SC) (as used in the National Fire Danger Rating System) is a rating of the forward rate of spread of a headfire. [1] Deeming states that "the spread component is numerically equal to the theoretical ideal rate of spread expressed in feet-per-minute." This carefully worded statement indicates both guidelines (theoretical) and ...
It is now mid-April 2007, and you are considering going long a Sep07/May07 100 call spread, i.e. buy the Sep 100 call and sell the May 100 call. The Sep 100 call is offered at a 14.1% implied volatility and the May 100 call is bid at an 18.3% implied volatility. The vega of the Sep 100 call is 4.3 and the vega of the May 100 call is 2.3.
1 1993 Mapei. 2 1994 Mapei–Clas. 3 1995 Mapei–GB. 4 1996 Mapei–GB. 5 1997 Mapei–GB. 6 1998 Mapei–Bricobi. 7 1999 Mapei–Quick Step. 8 2000 Mapei–Quick Step.
A man is lucky to be alive after walking naked for 25 miles in rain and near freezing temperatures from the Oregon border to near the Tri-Cities, say officials.
No. 1 Oregon beat No. 4 Penn State in the Big Ten championship game, and No. 2 Georgia beat No. 3 Texas in the SEC championship game, yet the bracket – my lord, stop trying to force “bracket ...
The Mapei Group has been publishing a two-monthly magazine in Italian and English since 1991. Adriana Spazzoli was the editor-in-chief of the magazine called Realtà Mapei for 28 years until 2019. 160,000 copies of the magazine are distributed all over Italy and 22,000 copies of Realtà Mapei International are published worldwide.
Urban Outfitters had its best third quarter, which ended in October, in its history, with net sales of nearly $1.4 billion and net income of $103 million. That was good for 6% growth on the top ...