It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
A down-and-out option (specifically, a knock-out barrier option/ KO barrier option) that deactivates, i.e., expires if the market price of...
An interest rate swap or a cross-currency swap in which payments are put off for a specified time in the...
An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
A variation of an equity collar that allows the holder to increase either the downside protection or the upside potential...
A spread option position whereby the price of the option purchased (long option) is larger than the price of the...
A financial contract whose proceeds, characteristics and value depend on (and so are derived from) the proceeds, characteristics and value...
A financial instrument whose performance, characteristics and value depend on (and so are derived from) the performance, characteristics and value...