Filter by Categories
Accounting
Banking

Single Payout Credit Default Basket Option

A credit default basket option in which the holder receives a cash settlement payment once a credit event occurs, in...

Single Stock Futures Option

An American-style option in which the underlying is a single stock futures (SSF) or individual equity futures. This option is...

Single-Payout Option

A type of options whose payoffs depend exclusively on the price of an underlying asset at a single future time....

Credit Default Option

A put option in which a payoff is made in the event the issuer of a specified reference asset such...

CCR

It stands for counterparty credit risk; the risk that a counterparty to a derivative contract may be unable or unwilling...

Buy To Close

A transaction which is struck to offset a short option position. For instance, if an investor is short on March...

Advance Guarantee

Another name for a call option, that is, an option contract that gives the holder (the buyer) the right, but...

Onion Option

A nested barrier option that combines (also being a generalized double barrier option) a couple of pairs of barriers each...

Partial Window Double Barrier Option

A window double barrier option that features combinations of single barriers before and after the double barrier. More specifically, in...

Window Double Barrier Option

A window barrier option that is subject to double barriers. In this option, the monitoring period (the window) starts after...