A forward contract whereby one counterparty is contractually obliged to buy from, or sell to, another counterparty a fixed amount...
An option (specifically an electricity derivative) whose underlying is the price of electricity. Electricity options grant the purchaser the right,...
A down-and-out option (literally, a knock-out barrier option) that deactivates, i.e., expires if the market price of the underlying falls...
A down-and-in option (literally, a knock-in barrier option) that activates into a put option if the market price of the...
An interest rate cap which limits the maximum level the interest rate could reach on each reset date when the...
A category of path-dependent options in which the option's payoff depends on the "extreme" price (either up or down) attained...
An exotic option which is automatically exercised if the underlying market price reaches or falls below a given in-the-money level...
An exotic option which is automatically exercised if the underlying market price reaches or falls below a given in-the-money level...
An extendible option which, at the initial maturity date, can be exercised as a plain vanilla European option if it...
A double knock-in option which knocks in and becomes a vanilla option if the two barriers are hit during the...
