An option that allows the holder to specify a certain price level that caps his range of participation in spot…
An Asian option in which the average underlying price is computed over a subinterval of the trading period, rather than…
A transactional procedure whereby the obligation to sell (deliver) or buy (accept) the underlying stock in a derivative contract can...
A technique used to test how well (or badly) the Value at Risk (VaR) estimates would have performed using historical…
An option in which the average underlying price is computed over a subinterval of the trading period, rather than the…
An option strategy that combines a bull spread and a bear spread, each with a different exercise price. This strategy…
A range note that pays the holder an extra coupon for each period when the underlying index moves above a…
An option whose payoff is partially based on the movement of its underlying asset from initial cash price to the…
An interest rate swap in which the floating rate is set in arrears. This means, the floating rate is determined…
An option strategy that attempts to maximize profits in bullish markets, i.e., when the prices of the underlying securities go...