An options strategy that is based on two accumulator-in one-sided knock-out options on two different notionals and activation (knock-in) triggers.…
An interest rate swap (pay fixed, receive floating) whose notional value adjusts according to rising interest rates by linking the…
A futures contract (usually not exchange-traded) which has a clause allowing the holder to transfer his rights of assignment to…
An option that a company offers to an employee in a stock ownership (stock purchase or stock option agreement) or…
It stands for against the box; a short sale which is carried out by the holder of a long position…
A provision that is usually stipulated in, or attached to, a debt instrument or swap agreement, by virtue of which…
Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...
A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
The trading of options that is meant to “artificially” induce intensive trading using options volume trading and open interest, among…