Derivatives

Single-Name Credit Default Swaption

May 8, 2022
Derivatives

Single Stock Futures Option

May 11, 2022

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A type of options whose payoffs depend exclusively on the price of an underlying asset at a single future time. In other words, if the option is worth exercising, its payoff will be measured as the positive difference between the underlying price at that specific time.

A log contract is an example of single-payout options.

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