Filter by Categories
Accounting
Banking

Khiyar al-Ruyah

A khiyar (option) whereby the buyer has the right either to consummate the contract of sale (aqd al-bai) or revoke it...

PoC

A put option on a call option. It gives the holder the right, without the obligation, to sell a call...

Product Khiyar

A type of khiyar (option) that constitutes, by nature and structure, a full-fledged Islamic finance arrangement which is used as...

GARCH Option Pricing Model

An option pricing model which assumes that the evolution of the underlying asset return follows the generalized autoregressive conditional heteroskedastic...

Maturity Date

The date on which a derivative instrument expires or becomes due for payment or settlement. It is also referred to...

Volga

An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...

KO Option

It stands for knock-out option; an option that automatically deactivates or expires only when a certain price of its underlying...

Knock-Out Option

An option that automatically deactivates or expires only when a certain price of its underlying (disadvantageous to the option seller)...

Upside Call

An out-of-the-money call option. Always from buyer’s perspective, it is a call option whose underlying’s market price at a given...

Volatility Option

A proposed option whose payoff is linked to the magnitude of volatility in a given market. In other words, the...