An interest rate swap whose floating rate leg is based on the average overnight lending rate over a specific period...
A swap agreement that entails the exchange of two payment types at different times and/or at different intervals. In other...
An exotic currency option (currency option) that allows investors to hedge their exposures in different currencies and speculators to profit...
A derivative whose payoff depends on the performance of a set of assets, and implicitly on the correlation among the...
A multistep binomial tree is an option pricing tool used to figure out the value of American-style stock options and...
A measure of loss in the time value of an option (or an option portfolio) as a result of the...
A measure of loss in the time value of an option (or an option portfolio) as a result of the...
A set of Greeks that are calculated based on more than a factor, deriving it once for a factor and...
An alternative set of Greeks, literally mixed Greeks, (alternative to the so-called analytical Greeks) that are derived and calculated numerically...
A floating-rate note (floater) whose coupon payments fall within an embedded collar. This means the coupon is capped at a...