A barrier floater in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls below a...

It stands for knock-out floating rate note; a barrier floating rate note in which the coupon is deactivated (knocked-out) if...

A barrier floating rate note in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls...

A barrier option whose barrier has non-standard (exotic) features. Examples of exotic barrier options include: digital barrier options, step barrier...

A category of options which trade over the counter and have unusual features including complicated components and complex payoffs. They...

A financial contract whose proceeds, characteristics and value depend on (and so are derived from) the proceeds, characteristics and value...

A financial instrument whose performance, characteristics and value depend on (and so are derived from) the performance, characteristics and value...

An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...

A third-order greek that captures the rate of change of gamma with respect to changes in the volatility (implied volatility)...

Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...