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Zero-Coupon Call

A financial instrument (particularly a fixed income instrument) that combines the features of a zero-coupon bond and a call bond....

Black’s Approximation

An approximation procedure for valuing a call option on a dividend-paying share of stock. It was developed by Fischer Black...

European Call Option

A European option contract which gives the holder the right, but not the obligation, to buy an underlying asset at...

Zero Cost Tunnel

A range forward contract, i.e., a variation on a regular forward contract which is used primarily to hedge or mitigate foreign exchange risk....