The price that is charged by a interest rate cap seller in return for giving the cap buyer the right...
An option trading strategy which involves buying a straddle and selling an out-of-the-money strangle on the same underlying. The order...
A call option that is based on an underlying basket of stocks whose individual returns at the end of each...
A capped call which allows an investor to have exposure to a basket of stocks (e.g. 10 stocks), all of...
A barrier option (also a type of binary/ digital options) whose payoff will be paid out at first hitting time:...
A floored put in which the payoff is sensitive to the correlation of a set of underlying assets. It is...
An interest rate derivative whose payoff is inversely related to changes in interest rates. Principally, inverse floating rate notes are...
An option that confers on the holder, being the payer of the fixed rate, the right to enter into an...
An option on an interest rate collar. It gives its holder the right, without the obligation, to trade a collar...
An interest rate swap in which the floating rate leg is payable on a specific percentage of its notional principal...