A warrant that gives the holder the right to receive a fixed quantity of a certain commodity (such as wheat,...
A set of component options known as cliquetlettes that expire one succeeding the other. As an option, a cliquet resets...
A time-dependent option contract that consists of a series of consecutively-activated, at-the-money forward start options, each of which is struck...
A procedure which is used in certain option and futures transactions whereby a transaction is settled with the cash payment...
The price of credit risk as traded in the cash market using asset swaps. In other words, it is the...
It stands for cash-to-first futures; a short cash rate that is observed from current day to the maturity date of...
A short cash rate that is observed from current day to the maturity date of the first (nearest) futures contracts....
The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...
The first-order sensitivity (delta) of the price of a multi-asset option to a move in the correlation(s) between two underlyings...
A refined calculation method which is used for determining option pain and therefore it is more accurate than option pain,...