A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…
The exercise of an American-type option or other security prior to its maturity date. An option holder may choose to...
A clause in a contract, agreement or contractual obligation, such as a swap, whereby it is allowable to terminate the…
An acronym for asset-backed credit default swap. It is a credit default swap on a mortgage-backed security or an asset-backed…
An option that a company offers to an employee in a stock ownership (stock purchase or stock option agreement) or…
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…
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency…
A cash-settled option that sets a minimum limit (floor/ interest rate floor) on the spread between two benchmark interest rates…
An Asian option in which the average of underlying prices, interest rates, indices, etc, is calculated on all the time…
