A combination of a long position in a forward-delivery instrument with a long lookback put on the spot value of...

A type of electronically traded futures contract that is smaller in size than otherwise identical futures contract. That is, an...

An extendible option that allows the holder, who has the right to sell the underlying asset, to extend the maturity...

An equity swap wherein one of the parties is a person (usually a manager or senior management member) employed by...

An industry standard/ format that is designed to enhance over-the-counter derivatives (OTC derivatives) reporting and information exchange for asset managers,...

A barrier option that aims to prevent a knock out. Pricing of such an option depends on the amount of…

A state of the delta of an option which makes the variation of an in-the-money option‘s hedge ratio extremely wide…

An acronym for cross currency swap; a currency swap in which one side is a fixed rate currency and the...

It stands for equity-linked foreign exchange option; a compo option that gives the holder the right to trade a foreign…

A cross currency swap (CCS) that does not start at the contract date, but rather comes into effect at a...