A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
A structured forward contract which gives the holder the right, without the obligation, to buy or sell forward at maturity…
A standard option in which the payoff is derived under a specific condition imposed by the model on its underlying…
The price of protection that is extended by a protection seller to a protection buyer in a credit default swap...
An industry standard/ format that is designed to enhance over-the-counter derivatives (OTC derivatives) reporting and information exchange for asset managers,...
An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...
An arbitrage technique that involves trading between the futures and spot markets by buying the underlying of a futures contract...
A credit derivative in which the underlying is a portfolio of credit names (credit portfolios). This type of derivatives is...
A contract/ instrument (a financial derivative) that involves two parties (a seller and a buyer) and derives its value from...
An option contract (a currency derivative) that gives its holder the right, but without the obligation, to buy or sell...