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Mezzanine Capital

A distinct sub-asset class (actually, a type of private equity) that is used to fill the funding gap between senior…

American Capped Call Option

A capped call which has the features of an American option (American-style option). More specifically, it is a call option…

Accumulator Forward Out Range Option

An accumulator option in which the payoff depends on the spot price being above or below the predetermined trigger. Each...

Arithmetic Average Reset Option

A reset option whose strike price can reset at fixed dates depending on the arithmetic average value of the underlying,...

Tranche Option

An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...

Tr-Option

An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...

Option on Tranche

An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...

Average Option

A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...

CDS Tranche Option

An option on a CDS tranche. It gives the holder the right, but without the obligation, to buy or sell...

Tranche Option

An option on a tranche. It gives the holder the right, but without the obligation, to buy or sell an...