An inverse FRN whose coupon moves inversely with respect to interest rates by more than one for one. The note...

A FRN (floating-rate note) in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds…

An equity derivative (specifically an equity buy-write structure) that involves a mandatory conversion preferred stock (it resembles both convertible bonds...

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…