An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...
The basis can develop a widening trend when the spot price of an asset/ commodity increases faster than the futures...
A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...
An interest rate swap which relatively limits payment on its floating-rate leg if an index or reference rate remains within...
A swap which has a warrant attached thereto, and whereby a counterparty can increase the notional amount of the swap...
A weather derivative that involves the purchase or sale of the right to trade the financial effects of weather changes....
A financial instrument (derivative) which is used to reduce or transfer the risk associated with unfavorable or unexpected weather conditions....
A cross-currency swap in which the bank sponsor/ arranger pays a soft currency (such as Korean Won, Thai Baht, etc)...
An option to exercise on a bundle of long forwards (forwards owned or purchased). The forwards have a maturity date...
An exotic option (specifically a type of an either-or option or an alternative option) whose payoff is based on the...