An hedged position in which the investor purchases more than one call option for each unit of the underlying he…
An swap agreement which is entered into by two counterparties, a buyer and seller of credit protection, and whereby the...
A credit derivative (specifically, a hybrid credit derivative) that entails the exchange (swapping) of two different legs of payment, one...
A combination of a call option and the underlying asset. The buy-writer becomes a fixed income investor if the underlying…
A straightforward currency swap in which the two counterparties simultaneously exchange currencies at the spot and forward rates. This swap…
An arbitrage technique that is based on the creation of a synthetic foreign exchangeforward contract using two zero-coupon debt instruments…
A variant on covered short straddle, where risk is high and reward is limited, but it differs in that the...
A high risk, limited reward options strategy similar to the covered short call (also called covered call write). That means,...
An synthetic option strategy that involves a position in an option combined with a position in the underlying. The strategy...
An exotic cliquet that is subject to a call (call option) with a global strike, where the call has its...