A combination of barrier events (in relation to a barrier option, specifically a double barrier option) that takes place in...
An acronym for knock-out, knock-out; a combination of barrier events (in relation to a barrier option, specifically a double barrier...
It stands for knock-in knock-out; a combination of barrier events (in relation to a barrier option, specifically a double barrier...
A combination of barrier events (in relation to a barrier option, specifically a double barrier option) that takes place in...
A combination of barrier events (in relation to a barrier option) that takes place in the following sequence: 1) a...
An acronym for knock-out, knock-in; a combination of barrier events (in relation to a barrier option, specifically, a double barrier...
It stands for knock-in swaption. A barrier swaption in which protection exists or activates only if the swap rate crosses…
A barrier floor whereby protection exists or activates only if the floating interest rate crosses the barrier (the pre-defined knock-in…
A barrier cap whereby protection ceases to exist or deactivates only if the floating interest rate crosses the barrier on…
The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit, etc) may be hard and confusing to…
