An option in which the holder has the right to receive a payoff reflected in a range, or the difference...
A callable swap in which the seller has the right, but is not obliged, to cancel the agreement on more...
An energy swap that involves the payment of the spark spread from one counterparty to another, depending on the change...
An option that gives the holder the right, without the obligation, to enter into a spark spread swap by a...
An option on the spark spread, i.e., the difference between power prices and prices of fuels and emission. It gives...
An option that can be exercised on discrete dates before expiration, such as the first of every month. This option...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A temperature derivative in which the weather index buyer and the weather index seller agree to exchange payment obligations contingent...
A weather derivative (or a temperature derivative ) whose underlying asset is a specific temperature index, i.e. an index of...