Filter by Categories
Accounting
Banking

Nested Barrier Option

A barrier option that that combines (also being a generalized double barrier option) a couple of pairs of barriers each...

Chained Barrier Option

A type of barrier option in which another barrier option is initiated when one or two preset barriers are hit/...

Short-Term Interest Rate Option

An interest rate option in which the underlying is the three-month floating interest rate such as LIBOR , EURIBOR, etc....

Short Call Butterfly

A neutral option strategy (broadly a short butterfly) that is based on three legs involving selling a low strike call,...

Short Call Option

One of the most popular and basic option strategies in which an inherently bearish investor attempts to capitalize on the...

Short Call

One of the most popular and basic option strategies in which an inherently bearish investor attempts to capitalize on the...

Class of Options

All options of the same type (calls or puts) that trade on a given asset with specific expiration dates and…

Bear Put Ratio Backspread

A put ratio backspread which involves selling higher strike put options and buying a bigger number of lower strike puts…

Xccy Swap

A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such…

Calendar Ratio Spread

An option trading strategy which involves buying a far-month call (put) option and selling more than one near-month call (put)…