A modified version of the chooser flexible cap in which the total cap notional amount that may be exercised over the…

An option trading strategy in which a near-month straddle is sold, and a far-month straddle is bought at the same…

A put calendar spread that involves selling far-month put (short put) and buying near-month put (long put) of the same…

An option trading strategy that involves the combination of stocks or futures with options to create a delta-neutral position. A...

An option trading strategy which involves selling a far-month call option and buying a near-month call in order to benefit…

A calendar straddle that is designed to profit as the underlying is expected to break out in either direction. This…

A neutral option trading strategy that is based on four legs involving selling a low strike put (one short put),…

An option trading strategy which involves buying between two and four straddles for one or more expiration months. The straddle…

A basket default swap which sets a maximum payout for each defaulted reference entity and a maximum aggregate payout over...

A hedging tool that combines an interest rate swap with a participating cap or a participating floor. This structure provides both…