Bermudanとは 意味・読み方・使い方

語源 1

Bermuda +‎ -an

別の表記

• Bermudian

名詞

Bermudan (複数形 Bermudans)

1. A person from Bermuda or of Bermudian descent.

形容詞

Bermudan (not comparable)

1. Of, from, or pertaining to Bermuda, or the Bermudian peoples.

使用する際の注意点

• The term Bermudian is preferred by the inhabitants of Bermuda.

語源 2

Based on the geography of Bermuda, being somewhat European and somewhat American, but closer to American.

形容詞

Bermudan (not comparable)

1. (finance, of an option) That can be exercised on specific dates between the issue date and the expiry date.
   • 2005, Justin London, Modeling Derivatives in C++, John Wiley & Sons, page 710:

     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 (英国用法 Edition), Essvale Corporation Limited, page 13:

     A Bermudan callable has several call dates, usually coinciding with coupon dates.

   • 2009, Shih-Feng Huang and Meihui Guo, Applied Quantitative Finance (Second Edition), Springer, page 295:

     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.

等位語

• American, Canary, European, Verde

派生語

• Bermudan option

アナグラム

• Ndrumbea