A double barrier option which has two barriers with respect to the strike price: an upper barrier and a lower...
A weather derivative combination that is mainly used in fuel cost risk management to limit fuel cost exposure to a...
It stands for degree day option; a weather derivative that is used to minimize weather risk by providing a one-sided...
A weather derivative that is used to minimize weather risk by providing a one-sided hedge on the downside while maintaining...
A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...
A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...
A digital option that constitutes a floor combined with a European lower barrier. More specifically, it is an option whose...
A down-and-in option (literally, a knock-in barrier option) that activates into a call option if the market price of the...
A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...
An option trading strategy which involves the expansion of a short call position as the price of the underlying increases....