A hedging technique that is usually deployed in case two mismatches occur: one between the maturities (maturity mismatch) and another...

A basket option whose underlying is a portfolio consisting of a set of stocks or based on a stock index....

An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...

An option in which the exercise price is equal to the average of the asset’s price over the life of...

An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

The market wherein the prices of options and futures are negatively related to the closeness of delivery dates (of their...

An option on an underlying asset swap. It gives the holder the right, without the obligation, to buy an asset...

An asset-or-nothing option constituting a put option whose payoff is set equal to the underlying asset's price if that price...

In plain vanilla call options, the option writer has to pay the holder the difference between the market price and...

An option that doesn't conform to the standard specifications and formalities of exchange-traded options. Such an option can expire on...