An OTC option that belongs to the class of correlation derivatives, and which represents a European-style derivative with a payoff...

The amount of the change in an option price with respect to the decrease in time to expiration. The option value declines with the passage...

A rebate barrier option where a rebate is paid if the barrier has not been touched (for knock-in options) or has been...

It stands for tom next or tomorrow next; a specialized forward transaction (a type of forward swap) in the foreign...

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

A specialized forward transaction (a type of forward swap) in the foreign exchange markets which is used to postpone or roll...

An option-based strategy that is mostly used in currency (and interest rate) markets and involves the purchase of a foreign exchange...

It stands for target redemption forward; a structured product (specifically a target redemption note) which consists of a strip of forwards each of which...

A structured product (specifically a target redemption note) which consists of a strip of forwards each of which has its payout as the difference between...

An adjustment to the number of futures contracts used to hedge a position in an attempt to make the present market exposure...