It stands for early exercise premium; the difference between the premium (option price) of an American option and that of...

The difference between the premium (option price) of an American option and that of an otherwise identical European option. It...

A double barrier option that has yet additional non-standard features (as compared with standard double barrier options), including step double...

It stands for exchange-traded option; an option (exchange-traded derivative) that trades on organized and regulated exchanges, as opposed to options…

It stands for exchange of futures for physicals. By definition, it is a transaction that involves simultaneously taking a cash…

A zero-coupon swap in which the fixed rate receiver sells a third party (a dealer) an embedded option to convert…

A certificate which is issued by a bank to confirm that a customer, who has written a call option, actually…

A position in successive Eurodollar (ED) futures contracts. For example, a Eurodollar futures strip may be constructed by taking a…

A technique whereby banks can avoid taking physical delivery of commodities. It is similar to an exchange of futures for…

A futures contract whereby one counterparty is under obligation to buy from, or sell to, another counterparty a standardized amount…