An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off…
The up-front price a call option buyer (long) pays to a call option seller (short) against the right to exercise…
A capped-style option in which a cap interval is subtracted from its strike price in order to establish a modified…
An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
A put option which confers on the holder the right to buy the underlying stock at a price below the...
An option on a cap. For short, it is dubbed "caption". In other words, a caption is an option to...
A type of barrier options which is associated with a strike price and a cap barrier above the strike price.…
A financial derivative whose payoff depends on the spread between two swap rates of different maturities (e.g., the 10-year swap…
An abbreviation for close-to-the-money option; an option contract in which the underlying’s market price is very near to the strike…
