A hedge strategy in which an investor makes no attempts to adjust the hedge once its has been set up....
A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....
An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...
A multi-asset derivative whose components don’t belong to the same asset class. In general, financial derivatives can be divided into...
Taking an opposite or offsetting position in a derivative instrument or any other type of financial instruments with regard to...
An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...
An option that combines an Asian option with an American option. Effectively, the combination produces an Asian option which allows...