A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying asset price has…
A sequential series of same-type options that is basically designed to cover non-overlapping time periods, for one purpose or another.…
A tactic that is used in futures and options trading to create tax benefits. By definition, it is a combination...
An option that is established by trading the underlying. An example is an energy option in which the rate of…
A futures contract in which the underlying is a treasury bond. This contract is mainly used by investors seeking to…
It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the...
The price spread that results when opposing transactions are entered into in T-bill futures (T) and Eurodollar futures (ED). For…