In relation to a default swap (a credit default swap/ CDS), it is one of the two legs of the...

A down-and-out option (literally, a knock-out barrier option) that deactivates, i.e., expires if the market price of the underlying falls...

A down-and-in option (literally, a knock-in barrier option) that activates into a put option if the market price of the...

A tool that measures the changes in vega with respect to the passage of time. It is the second-order measure...

It stands for double knock-in (double knock-in option); a double barrier option which has two barriers with respect to the...

It stands for double knock-out (double knock-out option); a double barrier option which has two barriers with respect to the...

The week that begins on Monday prior to the Saturday expiration of any two classes of option contracts. The week...

An option whose payoff at maturity is binary, depending on the spot price of the underlying ending up within a...

A combination of an interest rate swap and two binary interest rate options, one of them is a binary cap...

Hedging of a spot price (cash position) by using both a futures contract and an option. The size of the...