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Enhanced Index Fund

An investment strategy that combines a short-term fixed income portfolio with an equity swap. The potential returns would exceed the…

Partial Barrier Option

A type of barrier option for which the barrier strike is only active for a specific period (partial time) during...

Close-To-The-Money Option

An option contract in which the underlying’s market price is very near to the strike price. For example, a call…

Window Barrier

A barrier to which a barrier option is subject for a period (window) shorter than the option's term. In other...

Partial Time Barrier

A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...

Partial Barrier

A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...

CBO

It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…

Unmargined Spread

An option spread in which the short option leg is margined separately as a naked option. Investors choose this setting…

Color

A sensitivity measure for options and other derivatives which calculates the change in gamma in response to the passage of…

Exponential Brownian Motion

A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...