A quanto forward whose underlying is a foreign stock and whereby the holder is allowed to isolate the effect of…
A low risk, non-directional options strategy that aims at making a limited profit at a large probability level when the...
An option on the minimum or maximum of two risky assets where the quantity is adjusted by a multiple of…
An interest rate cap in which there is, contrary to a regular cap (vanilla cap), no direct dependency between the…
An option in which a predetermined exchange rate is applied to convert the final settlement value of the option into…
It stands for gas-at-the-pump futures. It is a futures contract in which the underlying is the retail price of gasoline.…
An option trading strategy which is established by selling/ buying in-the-money calls and puts. All the options involved have the…
An optional provision in a credit default swap agreement which allows a grace period to a potential credit event in order…
A common option cycle which constitutes a series of option contracts that have the same terms and features and expire…
A spreadlock (a type of credit derivative) that is based on a forward contract. It allows the holder to lock...