A distinct sub-asset class (actually, a type of private equity) that is used to fill the funding gap between senior…
A capped call which has the features of an American option (American-style option). More specifically, it is a call option…
An accumulator option in which the payoff depends on the spot price being above or below the predetermined trigger. Each...
A reset option whose strike price can reset at fixed dates depending on the arithmetic average value of the underlying,...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
An option that is written on a tranche- that is, one in which a tranche is used as underlying. More...
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...
An option on a CDS tranche. It gives the holder the right, but without the obligation, to buy or sell...
An option on a tranche. It gives the holder the right, but without the obligation, to buy or sell an...