Filter by Categories
Accounting
Banking

Multiple Asset Option

Multi-asset option; an exotic option whose payout (payoff) depends on the overall performance of more than one underlying asset, as opposed...

Forward Starting Quanto Option

A combination of a quanto option with a forward starting option. In other words, the quanto option becomes active (comes...

Quadratic Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

Joint Quanto

A type of quanto option whose value depends on the spot exchange rate at expiration date relative to a guaranteed...

Auto-Quanto Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

Self-Quanto Option

A quanto option in which the terminal payoff is denominated in a foreign currency, instead of the domestic one (the...

Quanto Swaption

An swaption that gives the holder, already a counterparty to a quanto swap, the right, without the obligation, to cancel...

Quanto Put

A quanto option which gives the holder the right to sell a foreign asset (e.g., a share of stock) and...

Quanto Call

A quanto option which gives the holder the right to buy a foreign asset (e.g., a share of stock) and...

Quanto Option

An option (particularly a currency-protected option) whose underlying asset is measured in one currency and the payoff is quoted in...