It captures the change in the market value of the credit default swap (CDS) position as a result of a one basis point shift...

A currency option which is enhanced by a lookback feature (lookback option), granting the holder the right to trade a specific amount...

An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...

An option contract that gives its holder (the buyer) the right, but doesn’t oblige him/ her/ it, to sell a certain quantity...

A call option with an exercise price initially set deep in-the-money. Since it is highly likely that the option will...

A low exercise price option, which is, by definition, a call option with an exercise price initially set deep in-the-money....

The price that is charged by a floor seller in return for giving the floor buyer the right to exercise on some...

An estimated price of an option based on the premise that the relationships between the underlying price and the option...

An estimated price of an option based on the premise that the relationships between the underlying price and the option...

The premium or option price on the first leg of a compound option, i.e., on the call option (with the...