An option leverage that measures the sensitivity of a call option’s price to changes in the underlying price. In other...

In general, leverage (or gearing) can be defined as borrowing funds to make investments. In the context of derivatives trading,...

A hybrid derivative structure in which the coupon is determined as the difference between the previous coupon and a predefined...

A structured product (structured certificate) that provides leverage (gearing), both upside and downside, so that every incremental movement in the...

The characteristics of derivatives which allow the holder to achieve a much greater reward, or otherwise incur a far greater...

An interest rate swap which pays LIBOR square (LIBOR is raised to the second power) or any power of the...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR, or any floating reference rate, is...

The price of the underlying of a warrant divided by the price of the warrant. More specifically, it is the...

An interest rate swap in which the floating rate leg pays LIBOR square (LIBOR is raised to the second power)...

Swaps are over-the-counter (OTC) agreements that entail the exchange of two types of cash flows according to terms negotiated among the counterparties. They...