A swaption (option on a swap) that gives the holder the right, without the obligation, to enter into a swap as the fixed-rate receiver...

A put option on a swap in which the buyer has the right, but is not obliged, to enter into a swap wherein he...

A call option on a swap in which the buyer has the right, but is not obliged, to enter into...

A call option on a swap in which the buyer has the right, but is not obliged, to enter into...

In essence, delta is a measure of how long or short the holder of an option position is in terms...

A complex options trading strategy which involves taking a long position in a ratio call spread (call backspread) and a...

In essence, delta is a measure of how long or short the holder of an option position is in terms...

A state of the delta of an option which makes the variation of an in-the-money option's hedge ratio extremely wide just prior to expiration. It is...

The risk that arises when the price of an asset underlying an option approaches its strike price as it gets closer to expiration date. This is...

A type of market risk that arises from unfavorable changes in the correlation between the price of an asset underlying a quanto option and the volatility...