It is a forward contract in which one counterparty (the long) buys an out-of-the-money put option and sells an out-of-the-money...

The rate (repo rate) which results from a cash/ futures arbitrage. More specifically, it is the rate of return that...

A special type of equity derivatives that is linked to a corporate issuer's common stock. It is usually issued by...

A derivative contract which is primarily used for hedging purposes by insurance firms. Such a derivative is designed to provide...

The market that is characterized by the state where the prices of options and futures are positively related to the...

A middle ground between a European option and an American option. That is, this option can be exercised anytime within...

A modified version of the barrier cap. It is an interest rate cap that comes in the form of an...

Trading strategies which are designed to make profits when the futures value of the stocks underling an index is different...

A derivative whose underlying is the rate of inflation as measured by some inflation index such as consumer price index,...

A swaption which gives the holder the right, but not the obligation, t to enter into an inflation-indexed swap (which...