A barrier option which has barriers both above and below the current underlying price that widen or narrow in steps...
A currency swap whereby a rate observed in one currency is applied to a principal amount denominated in another currency....
A commodity option that gives the holder the right either to buy (call) or sell (put) the underlying asset, but...
A hedging technique that is usually deployed in case two mismatches occur: one between the maturities (maturity mismatch) and another...
A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...
A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...
The average increase per unit of time in a stochastic variable. Typically, the drift cannot be detected amid all the...
A digital option that constitutes a cap combined with a European upper barrier. More specifically, it is an option whose...
An option in which payment of the premium is deferred until the expiration of the option. This option is a...
An option whose strike price is not specified at the time of the trade. Instead, it is set as the...