An option for Treasury Bond or Treasury Note futures that allows the short position to delay delivery of the commodity to a time after regular trading hours.
Related information about wild card option:
- Wild Card Option Definition | Investopedia
An option associated with treasury bond or treasury note futures contracts that permits the short position to delay the delivery of the underlying.
- In Finance, What is a Wild Card Option?
Wild card options are an investment strategy that is usually associated with a treasury bond or with futures contracts that involve treasury notes. Essentially, the ...
- Wild Card Option - Financial Dictionary - The Free Dictionary
The right of the seller of a Treasury bond futures contract to give notice of intent to deliver at or before 8:00 p.m. Chicago time after the closing of the exchange ...
- What is wild card option? definition and meaning
Definition of wild card option: An option for Treasury Bond or Treasury Note futures that allows the short position to delay delivery of the commodity to a time after ...
- Valuation and Optimal Exercise of the Wild Card Option in the ...
This paper presents avaluation model for the wild card option and computes estimates of the value of that option, as well as rules for its optimal exercise.
- EconPapers: ISOLATING THE WILD CARD OPTION
Oct 6, 2012 ... By Hugh Cohen; Abstract: Many embedded options are difficult to value the wild card option in the Treasury bond futures contract is one of.
- Wild Card Option Law & Legal Definition
Wild card option refers to an option associated with treasury bond or treasury note futures contracts that permits the short position to delay the delivery of the ...
- ISOLATING THE WILD CARD OPTION - Cohen - Wiley Online Library
Dec 6, 2006 ... the author is a senior economist in the Research Department of the Federal Reserve Bank of Atlanta. the views expressed here are those of the ...