An asset swap on a par floater (a floater selling at par, i.e., one in which the required return equals...
An extended barrier option (specifically a partial-time barrier option) in which the barrier clause is only in a monitoring state...
An exotic barrier option whose payoff is often paid in a currency other than the underlying currency pair. For instance...
A floating-rate note (floater) whose coupon payments fall within an embedded collar. This means the coupon is capped at a...
An action that entails the completion of just one part (leg) of a spread (or generally a derivative position such...
The construction of a combination option such as a straddle or a spread by putting together its two legs, one...
The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...
According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....
The difference between the futures value (the theoretical value of a futures contract) and the spot index value (cash index...
According to the Black-Scholes model, it refers to the premium which makes both the option seller and buyer break even....