An acronym for knock-out, knock-out; a combination of barrier events (in relation to a barrier option, specifically a double barrier...

An options trading strategy that is based on establishing a spread position in which the premium on the short option…

The daily price at which all trades are cleared and all accounts between clearing accounts are settled by a clearing…

It stands for tranched portfolio default swap; a variation of collateralized debt obligations (CDOs) in which the exposure to the…

It stands for knock-in knock-out; a combination of barrier events (in relation to a barrier option, specifically a double barrier...

A combination of barrier events (in relation to a barrier option, specifically a double barrier option) that takes place in...

An abbreviation for asset swap spread; a spread that is usually paid (when necessary) by the seller of an asset swap, in addition to...

A combination of barrier events (in relation to a barrier option) that takes place in the following sequence: 1) a...

A lattice-based model which is used to value options. It extends the structure of the binomial tree, while applying the…

A fixed-income derivative which represents a physically-settled futures contract linked to a pool of Treasury bonds with remaining maturities of…