The change in the value of a tranche in reaction to a one basis point increase or decrease in the...

A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...

The change in the value of a tranche in reaction to a one basis point increase or decrease in the...

Typically, a special type of a barrier option which refers to an option trading strategy that combines two call/ put...

A barrier option in which the barrier lies in the in-the-money side of the strike price. More specifically, it is...

A cross-currency swap that provides no protection in terms of the final exchange notional amount. It allows the swap buyer...

An interest rate swap (fixed for floating rate swap) in which the floating rate is calculated by raising the LIBOR...

The expected time to exercise an American option. It also refers to the probability of early exercise on an American option. In other...

A procedure in derivatives trading (part of allocation process) whereby a broker sends an instruction a custodian to take up...

A procedure in derivatives trading (part of allocation process) whereby a broker sends an instruction a custodian to take up...