Bermudan en · ADJ · etymology 1
Etymology
From Bermuda + -an.
Meanings
- (not-comparable) Of, from, or pertaining to Bermuda, or the Bermudian peoples.
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Bermudian | alternative | lexicographic |
Words, grammatical forms and meanings linked to the ontology.
From Bermuda + -an.
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Bermudian | alternative | lexicographic |
From Bermuda + -an.
| Spelling | Features | Labels | Source |
|---|---|---|---|
| Bermudian | alternative | lexicographic | |
| Bermudans | Number=Plur | lexicographic |
Based on the geography of Bermuda, being somewhat European and somewhat American, but closer to American.
Multi-dimensional option pricing becomes an important topic in financial markets (Franker et al., 2008). Among which, the American-type derivative (e.g. the Bermudan option) pricing is a challenging problem.2009, Shih-Feng Huang, Meihui Guo, Applied Quantitative Finance (Second Edition), Springer, page 295:
This chapter focuses on the pricing of various exotic interest rate derivatives including Bermudan swaptions, constant maturity swaps, trigger swaps, index amortizing swaps, and quantos.2005, Justin London, Modeling Derivatives in C++, John Wiley & Sons, page 710:
A Bermudan callable has several call dates, usually coinciding with coupon dates.2006, Business Knowledge for IT in Investment Banking: A complete handbook for IT Professionals (UK Edition), Essvale Corporation Limited, page 13
Canary · European · American · Verde