It stands for buy-write strategy; an options trading strategy whereby an investor buys a share of stock or a basket...

A zero coupon note which is constructed by combining a deep in-the-money call option with a deep in-the- money put...

An option (credit option) that provides credit protection to the holder based on two scenarios: default or no default. It...

An interest rate cap which is placed on a floating rate, requiring premium payment if a knock-out trigger rate is...

A barrier floor whereby protection exists or activates (knocks in) only if the floating interest rate crosses the barrier (the...

A barrier floor whereby protection exists or activates (knocks in) only if the floating interest rate crosses the barrier (the...

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

A barrier floor whereby protection (floor rate mechanism) ceases to exist or deactivates (i.e., knocks out) only if the floating...

A put ratio backspread which involves selling higher strike put options and buying a lower number of lower strike puts...

An interest rate floor the rate of which is an average of the reference rate over a specific period of...