A Gaussian stochastic process (a continuous-time stochastic process) that has independent increments and a vanishing mean, and it features an...

An average rate option in which the weighting of a given periodical price or rate (daily, weekly, monthly, ..) is...

A warrant which protects the issuer from a potential increase of its outstanding debt above the initial level, in the...

A naked option is an option that is not covered with an offsetting position in the underlying. In other words,...

A period of time over the lifespan of a derivative contract that is part of several periods over which the...

A weather derivative that involves a nonfinancial or nonphysical asset, literally a weather index, and whereby one counterparty is committed to make...

A complex ratio spread in which the same type of position is taken in both a put ratio spread and a call ratio spread. To...

An option which pays a fixed payout based on the movement of the underlying reference rate within certain pre-defined barriers....

A type of barrier option for which the barrier strike is only active for a specific period during the option’s...