A spot delta (standard sensitivity of a vanilla option with respect to changes in the spot rate/ price) that accounts...

It stands for past realized volatility; a type of volatility that is estimated from past realized/ historical data rather than...

A type of volatility that is estimated from past realized/ historical data rather than by employing current prices and a...

A phrase that describes the act of exercising a put option. If a particular put contract is “put to seller”,…

A situation that arises when the cost of financing a financial instrument or a physical asset, such as short-term rate...

A two-asset option that has a predetermined time window (monitoring period) during which one of two underlying assets is observed…

A type of barrier option for which the barrier strike is only active for a specific period (partial time) during...

A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...

A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...

A floating-strike lookback option in which the lookback period starts at inception (contracting date/ trading date or the date the…