Filter by Categories
Accounting
Banking

Worst-Of Option

An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...

Widening Basis

The basis can develop a widening trend when the spot price of an asset/ commodity increases faster than the futures...

Weighted Variance Swap

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...

Wedding Band Swap

An interest rate swap which relatively limits payment on its floating-rate leg if an index or reference rate remains within...

Warrant-Driven Swap

A swap which has a warrant attached thereto, and whereby a counterparty can increase the notional amount of the swap...

Weather Option

A weather derivative that involves the purchase or sale of the right to trade the financial effects of weather changes....

Weather Derivative

A financial instrument (derivative) which is used to reduce or transfer the risk associated with unfavorable or unexpected weather conditions....

Wrong-Way-Around Swap

A cross-currency swap in which the bank sponsor/ arranger pays a soft currency (such as Korean Won, Thai Baht, etc)...

Worse-Of Option

An option to exercise on a bundle of long forwards (forwards owned or purchased). The forwards have a maturity date...

Worst-of-Two Option

An exotic option (specifically a type of an either-or option or an alternative option) whose payoff is based on the...