A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...

A warrant with an embedded provision giving the purchaser the right to designate it as either a call or a...

A cross currency basis swap which doesn't involve currency conversion. For example, assume short-term interest rates in Japan are very...

A combined option position that consists of a capped call and an up-and-in put or a floored put and a...

A swap that is constructed using add-ons or additional features (e.g., optionality) in order to alter its risk-return profile for...

The process of selling debt instruments (notes, bonds, etc) to investors against income from cash flows generated by a pool...

A short put option on an index where a trader can profit from a decline or sideways movement in the...

An combined position which involves options and/ or the underlying instrument such that the profit/loss profile of the position along...

A short call option on an index where a trader can profit from a decline or sideways movement in the...

A neutral option strategy that is based on four legs involving selling a low strike call, buying two middle strike...