An option trading strategy (specifically a calendar spread) which is constructed by buying a far-expiration-month strangle and simultaneously selling a...

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Greexotics (or exotic greeks) measure the sensitivity of...

The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Exotic greeks measure the sensitivity of exotic derivatives...

With respect to option contracts and other types of derivatives, it is the period of time during which the holder...

A lookback option which gives the holder the right to retroactively cash in the contract at the highest value it...

A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if a put) the underlying...

In general, it is the span of time during which a derivative (e.g., an option) can be exercised. For example,...

A period of time over the lifespan of a derivative contract that is part of several periods over which the...

An option that is composed of a sequence of forward-starting options. The option’s strike price for the next maturity date...

An option that gives its holder the right, without the obligation, to enter into a forward swap at a given...