The relationship between current spot (or forward, for forward barriers) and the barrier price of an option. It is expressed...

A warrant which protects the issuer from a potential increase of its outstanding debt above the initial level, in the...

The maximum of zero or the amount by which the daily average temperature falls below 65 Fahrenheit (or 19 0...

An extendible option in which the right to extend the maturity date is held and made by the option holder...

An average that is computed by taking the inverse of the arithmetic average of inverse values, as in the following...

A combination of an inverse floater and a principal currency swap which is designed to hedge a direct exposure to...

A cash-settled call option that combines two lookback options and where it pays the difference between the high and low...

A volatility measure which is premised on "time-varying" volatility and factors' co-dependency. In other words, the underlying volatility and mutual...

An interest rate swap or a cross currency swap that produces a very low profit rate, if any, for the...

A variant of range option which was developed by the Swiss Banking Corporation. It could have also be given another...