A forward contract which has a knock-out (KO) barrier, allowing the holder whereby to avoid unfavorable moves in spot price...

A warrant that forces redemption of its host bond upon exercise. In other words, the holder of a killer warrant...

A path-dependent option which constitutes an option on a knock-in cap. This option pays off if the underlying interest rate...

A knock-in cap in which the knock-in barrier is typically set above the cap's strike. The floating rate is based...

A knock-in floor in which the knock-in barrier is typically set below the floor's strike. The floating rate is based...

A structured forward transaction which is automatically terminated if a prespecified cancellation trigger is broken through by the spot price...

It stands for knock-out floating rate note; a barrier floating rate note in which the coupon is deactivated (knocked-out) if...

A parameter that measures the fatness of the tails of a probability distribution. It describes the shape of the probability...

The absolute change in option price in response to a percentage point change in volatility. Kappa is used by traders...

An equity risk reversal which has one or more knock-in option components. The premium received from the sale of a...