It stands for option-adjusted DV01. With respect to bonds, it is the bond dollar value of one basis point (0.01%)...

A variation of corridor option. In this structure, the holder will no more accrue coupon interest as soon as the...

A risk measure for options which is computed by relating an option's theta to its gamma: Alpha = decay/ gamma...

A kind of path-dependent option whose payoff is equal to the difference between the average underlying price during the time...

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

A path-dependent option that is a theoretical (as yet) extension of a lookback option. The option's payoff is based on...

An option (particularly a currency-protected option) whose underlying asset is measured in one currency and the payoff is quoted in...

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

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