Test your knowledge

It is always the same as historic volatility
It is used only in the pricing of American options
It is the volatility derived from the price at which options have traded
It is the volatility implied by the study of historic values
The same as investing in a 1-year zero coupon bond and rolling over this investment for another year at the current forward rate between years 1 and 2
More than investing in a 1-year zero coupon bond and rolling over this investment for another year at the current forward rate between years 1 and 2
Less than investing in a 1-year zero coupon bond and rolling over this investment for another year at the current forward rate between years 1 and 2
More or less than investing in a 1-year zero coupon bond and rolling over this investment for another year at the current forward rate between years 1 and 2, depending on the shape of the yield curve
Senior spread larger than subordinated spread
Senior spread smaller than subordinated spread
Senior spread equal to subordinated spread
It is impossible to tell which spread would be larger without additional information
By taking collateral
By trading via a central counterparty
Through the use of credit analysis
By executing exclusively through a broker network
They are a means of fixing forward rates
They have standardised maturity dates
The deals are bilateral OTC contracts
They can be either bought or sold by market participants

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