A cash-settled call option that combines two lookback options and where it pays the difference between the high and low...

A Parisian option which gives the holder the right to exercise only at the option’s maturity date. In other words,...

One put option in a floor. In other words, a floorlet is one put option in a series of sequentially...

An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...

A currency market tool, similar to an option, which is used principally to avail of a move in the underlying...

A currency market tool, similar to an option, which is used principally to avail of a move in the underlying...

A volatility measure which is premised on "time-varying" volatility and factors' co-dependency. In other words, the underlying volatility and mutual...

A partial time barrier option where the monitoring period starts at some time into the option's lifespan and ends at...

An albatross spread that involves only call options. In other words, it is established by buying one in-the-money call, selling...

An option replication which is used to hedge a given portfolio involving the set up of another portfolio of approximately...