The cash throw-off from a non-equity investment that, nonetheless, is used in an equity option model. An investor who buys...

An Asian option whose payoff depends on the geometric average price of its underlying asset. For example, the payoff of...

An option trading strategy, similar to an iron albatross spread, which involves buying and selling both calls and puts at...

A variation on a barrier option in which the barrier is in-the-money, lying between the strike price and the underlying...

It stands for guaranteed exchange rate forward contract; a quanto forward whose underlying is a foreign stock and whereby the...

It stands for guaranteed exchange rate option; an option in which a predetermined exchange rate is applied to convert the...

An option trading strategy, similar to an iron butterfly, which involves buying and selling both calls and puts at three...

A complex option trading strategy which involves, like an iron condor spread, buying and selling of both puts and calls...

In relation to credit spreads (in credit spread swaps, credit spread options, etc.), it is the difference between the credit...

An abbreviation for growing degree days; a measure that is used in weather derivatives. By definition, it is the degrees...