An asset-or-nothing option constituting a put option whose payoff is set equal to the underlying asset's price if that price...
In plain vanilla call options, the option writer has to pay the holder the difference between the market price and...
The dollar sensitivity of the price of a derivative to a dollar change in the price of the underlying. It...
An interest rate cap (i.e., a contract on a maximum interest rate) whereby the seller pays the buyer, at periodic...
An interest rate floor (i.e., a contract on a minimum interest rate) whereby the seller pays the buyer, at periodic...
An interest-rate swap in which a fixed rate is exchanged for a floating rate, where the fixed payment stream is...
An abbreviation for asset swapped convertible option transaction; this structure combines both an option and an asset swap. In other...
A credit default swap on a mortgage-backed security or an asset-backed security. That means the reference obligation in such a...
An option (or warrant) with an embedded provision giving the purchaser the right to designate it as either a call...
A one-touch option which pays a preset amount at the point when the underlying touches the barrier, rather than at...