The present value of a basis point (PV01) of a swap is the change in its value due to a...

A relationship between two combined investment positions: the first represents the value of a European call with a certain exercise...

An option which allows the holder to pay a reduced premium amount in return for forgoing a portion of any...

When an investor buys a put option and simultaneously holds shares of the underlying stock from a previous purchase, a...

A bullish option strategy which involves buying shares of stock and writing put options against them. In other words this...

The relationship between the prices of calls (call options), puts (put options), and futures (futures contracts) on the same underlying...

An option which allows the holder to pay a reduced premium amount in return for forgoing a portion of any...

An interest rate cap (and an option strategy- a form of participating option) which gives its holder partial protection from...

A collar which provides investors with a tool to secure a minimum (floor) return combined with reduced participation above a...

A derivative which has a commercial property as underlying. Most often, this derivative is in the form of a swap...