An occasional move in the price of a stock (underlying an option) over a specific period of time. Jumps are...

A valuation model that allows for jumps in underlying assets' prices superimposed on to a diffusion process such as geometric...

A type of quanto option whose value depends on the spot exchange rate at expiration date relative to a guaranteed...

In present day, a “Japanese option” may seem an out-dated term, though still it can refer to an option which...

One of the common option cycles which constitutes a series of option contracts with the same terms and features. These...

An exotic barrier option (specifically a double no-touch option) which has an upper barrier and a lower barrier that both...

A stochastic process which describes the movements in the price of a derivative's underlying through time. In this process, the...

A currency option- usually on a foreign currency or a currency basket or index- that is made or written at...

An option trading strategy which involves selling a call and buying a put at the same strike price, both being with a near-month expiration date,...

A warrant representing American call options, that was issued outside Japan and traded over the market (OTC), denominated in many world currencies including the...