A sensitivity measure for options and other derivatives which calculates the change in gamma in response to the passage of…
A power reverse dual currency note (PRDC note) that gives the issuer (a bank, for example) the right to call…
It stands for put-call-futures parity; the relationship between the prices of calls (call options), puts (put options), and futures (futures…
A nonstandard American call option on the dollar value of the Mexican stock index, the Bolsa Mexicana de Valores. This...
An option trading strategy in which a near-month straddle is sold, and a far-month straddle is bought at the same…
An option trading strategy which involves selling a far-month call option and buying a near-month call in order to benefit…
A structured note that allows the issuer to call or redeem it at its own discretion on specified dates along…
A currency option that confers on the holder the right, but not the obligation, to purchase an amount of foreign…
A currency option that confers on the holder the right, but not the obligation, to sell an amount of foreign…
An asset swap whose underlying is a convertible security. In terms of composition, it is a combination of an asset…
