An equity derivative, essentially a fixed-income security, whose coupon and/ or final principal repayment is/ are pegged to the return...

A stack hedge that uses Eurodollar futures. The hedger stacks a number of these futures for subsequent periods in one…

An exchange-traded stock option with non-standard features in terms of the strike price, maturity, or exercise style (American-style, European-style, etc).…

A financial contract (specifically an electricity derivative) which allows the holder to pay a fixed price for underlying electricity irrespective…

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

A combination of a long position in a forward-delivery instrument with a long lookback put on the spot value of...

A type of electronically traded futures contract that is smaller in size than otherwise identical futures contract. That is, an...

An extendible option that allows the holder, who has the right to sell the underlying asset, to extend the maturity...

An equity swap wherein one of the parties is a person (usually a manager or senior management member) employed by...

A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…