A complex options trading strategy which involves taking a long position in a ratio call spread (call backspread) and a...
A quanto spread that is constructed using two forward rates. It is mainly used to hedge quanto risk in the interdealer market. This spread can be...
A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level knocking the option out would...
An option-based strategy that is mostly used in currency (and interest rate) markets and involves the purchase of a foreign exchange...
In essence, beta is a measure of how a stock’s volatility changes in relation to the overall market. An option's beta is the covariance of the option's return...
A structured product (specifically a target redemption note) which consists of a strip of forwards each of which has its payout as the difference between...
A mountain range option in which some of the best and worst performing stocks are trimmed from the basket of underlying...
An option (here a call) that allows the holder of a callable bond (which is also a convertible bond) to...
An option (here a call option) that allows the holder of a callable bond (which is also a convertible bond)...
A convertible bond (CB) that can be called by the issuer any time over its life (time to maturity) or any time after a...