Bermudan

English Pronunciation en uːdən 3 Etymology 1 en :af Bermuda -an + 1 Alternative forms en Bermudian Noun A person from Bermuda or of Bermudian descent. Adjective - Of, from, or pertaining to Bermuda, or the Bermudian peoples. Usage notes The term Bermudian is preferred by the inhabitants of Bermuda. Etymology 2 Based on the geography of Bermuda, being somewhat en European and somewhat en American, but closer to en American. Adjective - en finance of an option That can be exercised on specific dates between the issue date and the expiry date. en 2005 Justin London Modeling Derivatives in C++ 710 John Wiley & Sons 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. 2006, Business Knowledge for IT in Investment Banking: A complete handbook for IT Professionals (UK Edition), Essvale Corporation Limited, page 13: A Bermudan callable has several call dates, usually coinciding with coupon dates. en 2009 Shih-Feng Huang; Meihui Guo Applied Quantitative Finance (Second Edition) 295 Springer 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. Coordinate terms en American, en Canary, en European, en Verde Derived terms en Bermudan option Anagrams en abdemnru Ndrumbea en 3-syllable words en Bermuda