A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
An index derivative product, initially launched in 2009, which represents a smaller than standard-sized futures contract that is priced at…
A sophisticated analytical method which was initially introduced to find solutions for random-behavior problems by calculating approximate probabilities of specific…
An option combination that constitutes a long position in both a call and a put which have the same expiration...
It is a combination of options whereby two calls and one put are bought on the same stock. The calls...
Foreign exchange swaps (FX swaps) are typically quoted in terms of pips (exchange rates are generally quoted up to five...
An option spread that combines a long position and short position in put options on the same underlying asset. By…
A cancellable swap in which the fixed-rate receiver/ floating-rate payer has the right, but not the obligation, to terminate the…
A financial security (and a type of derivative) that is collateralized by a pool of underlying assets. Those assets could…
A combination of barrier events (in relation to a barrier option, specifically a double barrier option) that takes place in...