An equity index swap in which the equity return is linked to the greater of two stock indexes. For example,...

A temperature derivative in which the weather index buyer and the weather index seller agree to exchange payment obligations contingent...

A weather derivative (or a temperature derivative ) whose underlying asset is a specific temperature index, i.e. an index of...

A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...

A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...

Any of several types of barrier options which activates, deactivates, or explodes in response to changes in the underlying whereby...

An exotic barrier option which has one American-style barrier and one European-style barrier. Conventionally, the American-style barrier is out-of-the-money, while...

Any type of changing notional principal swaps which are essentially designed to meet the financing or foreign exchange needs of...

A third-order greek is a third-order derivative of the option value with respect to some variable. Equivalently, it is the...

It stands for treasury rate index principal swap; an index principal swap in which the floating rate leg is based...