american international group arbitrage asian option bankruptcy barrier option basis point basis swap bear spread berkshire hathaway binary option binomial options pricing model black model bond option bull spread calendar spread call option capital structure chicago mercantile exchange citadel investment group cliquet commodity futures trading commission compound option conseco constant maturity credit default swap constant maturity swap constant proportion portfolio insurance corporate bond covered call credit-linked note credit default option credit default swap index credit derivative credit event credit risk currency swap dtcc darrell duffie debit spread derivatives market discounted cash flow domino effect dura automotive systems employee stock option enron loophole equity derivative equity swap exotic option exponential decay fannie mae fixed income foreign exchange option forex swap forward start option freddie mac fund derivative futures contract government bond inflation derivatives insurance intercontinentalexchange interest rate derivative interest rate option interest rate swap internal revenue service international swaps and derivatives association investment grade iron condor jpmorgan chase john hull landsbanki lehman brothers loan markit group limited moneyness movie gallery mutual fund naked put northwest airlines notional amount notional principal contract open interest option style option time value options spread options strategies par value present value put option quebecor rainbow option real estate derivatives recovery swap restructuring speculation straddle strike price swaption systemic risk total return swap valuation of options variance swap vertical spread volatility swap warren buffett washington mutual