Investment Glossary · Quick read · No ads
Credit Spread Option
The short answer
An option whose payoff depends on changes in a credit spread rather than the price of a single asset.
What is Credit Spread Option?
An option whose payoff depends on changes in a credit spread rather than the price of a single asset.
About this page. Written by Associate Professor Charles Lo, CPA, PhD. Checked against reliable sources before publication. No ads and no paywall. Editorial standards · How we fact check · Corrections log · Report an error
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