A complex derivative whose value depends on the time the underlying spends relative to (beyond, before, etc) a barrier level....

A fraudulent practice that is usually undertaken by option-holding executives who manipulate the exercise of options to illegally maximize their...

With respect to barrier options, it is a method to calculate the time spent outside the barrier, whereby all the...

A nested barrier option that combines (also being a generalized double barrier option) a couple of pairs of barriers each...

A transaction or trade which eliminates or closes off a position already taken in an option, futures contract, or swap,...

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

A valuation approach which is used to draw an estimation of the expected default frequency and recovery rates of a...

An interest rate swap or currency swap that has a net present value of zero (NPV=0). Generally, the two legs...

A barrier option in which the reference rate used to trigger the underlying differs from the one used to compute...

It stands for out-of-the-money call; a call option with a strike price being above the net amount of its underlying’s...