A measure of volatility that is calculated by averaging the implied volatilities from a put and call options or sets...
An options strategy that is based on two accumulator-in one-sided knock-out options on two different notionals and activation (knock-in) triggers.…
An interest rate swap (pay fixed, receive floating) whose notional value adjusts according to rising interest rates by linking the…
A futures contract (usually not exchange-traded) which has a clause allowing the holder to transfer his rights of assignment to…
An option that a company offers to an employee in a stock ownership (stock purchase or stock option agreement) or…
It stands for against the box; a short sale which is carried out by the holder of a long position…
A provision that is usually stipulated in, or attached to, a debt instrument or swap agreement, by virtue of which…
Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...
A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
