A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....

A lookback option whose payoff depends on the lookback price of the underlying asset during the life of the option....

An interest rate swap in which an embedded collar (cap and floor) is placed on the floating rate payment. In...

An OTC interest rate derivative, or specifically a contract on an interest rate whereby the seller (or the writer) pays...

An equity collar that involves obtaining a bank loan by the owner of the underlying equity (shares), collateralized by the...

A collection of options (exotic options) that developed beyond the boundaries and limitations of plain vanilla options, in the decade...

A breed of exotics that has developed as simple or standard additions/ features to derivatives (as opposed to 2nd generation...

A breed of exotics that has developed as simple or standard additions/ features to derivatives (as opposed to second-generation exotics...

A derivative contract whose value is derived from the value of a fixed-income security, that is, it has it as...

With respect to futures contracts, it is the difference (spread) between the fair value (FV) and the current market price...