An exercise interval for an American-style option that opens at the end of the option's life (time to maturity), allowing...
An at-the-money option (put option) in which the strike price is equivalent or approximately equal to the underlying asset's price....
An at-the-money option (put option) in which the strike price is equivalent or approximately equal to the underlying asset's price....
A call option (call) in which the payoff is either a fixed amount for an in-the-money option (ITM option) or...
A type of barrier (in barrier options, particularly American barrier options) that if hit anytime during the life of the...
A financial security (and a type of derivative) that is collateralized by a pool of underlying assets. Those assets could…
An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...
The sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions during a prespecified observation period (as prescribed...
An acronym for average aggregate notional amount; the sum of the total outstanding notional amounts (ONA) of non-cleared derivative positions...
A forward option in which the payout is measured as the difference between the forward rate (or the strike) set…