A Parisian option which gives the holder the right to exercise during the whole life span of the option, including...
An alternative name for a bull put spread which is an option strategy whereby a number of put options are...
An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
A zero coupon swap (ZCS) in which the zero coupon leg has the right, without the obligation, to call off…
The up-front price a call option buyer (long) pays to a call option seller (short) against the right to exercise…
A capped-style option in which a cap interval is subtracted from its strike price in order to establish a modified…
An option contract for which no premium is paid upfront by the buyer. However, a prespecified premium should be paid...
An investor/ trader who assumes the roles of a hedger taking a specific position and a speculator taking an opposite...
A calendar straddle (horizontal straddle) that is designed to profit as the underlying is believed to stay stagnant over a…
The difference between three-month LIBOR and the overnight index swap rate (OIS rate). It is an indication of the amount…
