The price that is paid or received for an option. For an option buyer, it is the cost of the...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

A futures contract which has an overnight index swap as underlying. An overnight index swap (OIS) futures tracks the overnight effective federal funds rate...

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with similar times...

A variant on equity-linked swap in which the equity leg is linked to the larger of the total returns on at least...

This second-order greek expresses the quality of gamma in terms of the time decay (rent). Therefore, it indicates the quality of the earnings from...

In essence, beta is a measure of how a stock’s volatility changes in relation to the overall market. An option's beta is the covariance of the option's return...

A type of exotic option in which the holder receives a payout once the price of the underlying asset reaches or exceeds a specific...

A swaption (swap option) in which the strike price of the option is higher than the forward rate (in the swap). This out-of-the-money option (in...

It stands for out-of-the-money swaption; a swaption (swap option) in which the strike price of the option is higher than the forward rate (in...