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Continuation Option

A non-standard option in which the premium is paid monthly or quarterly over its life. Furthermore, this option gives the...

Equity Index Installment Option

An installment option which has an equity index as underlying. The option premium is paid on a periodical basis- monthly...

Installment Cap

An interest rate cap that requires its holder to pay only a small upfront premium compared to corresponding standard caps...

Installment Option

A non-standard option (non-vanilla option) in which the premium is paid monthly or quarterly over its life. Furthermore, this option...

Weakly Path-Dependent Option

A path-dependent option whose payoff, at the time of exercise or expiration, does not depend much on the price events...