- ATM
- At‐the‐money
- ATMS
- At‐the‐money spot
- BOJ
- Bank of Japan
- BSM
- Black‐Scholes‐Merton
- CDF
- Cumulative density function
- DNS
- Delta neutral straddle
- FVA
- Forward volatility agreement
- FX
- Foreign exchange
- ITM
- In‐the‐money
- OTC
- Over the counter
- OTM
- Out‐of‐the‐money
- PDE
- Partial differential equation
- pip
- Price interest point
- PDF
- Probability density function
- SNB
- Swiss National Bank