An equity derivative (specifically an equity buy-write structure) that involves a mandatory conversion preferred stock (it resembles both convertible bonds...
A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying asset price has…
A municipal fixed income security (e.g., a municipal bond) that comes with a detachable put. The holder has the right...
A zero net premium option in which the premium is paid with the premium received from the sale of another...
It stands for put reverse knock-in; a reverse knock-in option (RKI option) that becomes in the money (ITM) once the...
A cliquet (cliquet product) that has only the basic features without any additional (exotic) elements (as opposed to exotic cliquets)....
An interest rate swap valuation method that views a swap as a series of cash flows for each of which...
A put option on a put option. It gives the holder the right, without the obligation, to sell a put...
A futures-trading strategy which involves buying four consecutive delivery-month futures contracts in the same delivery year. Each of these contracts...
An asset swap on a par floater (a floater selling at par, i.e., one in which the required return equals...
