The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...
An arbitrage trading strategy that involves selling securities an investor doesn't own. The broker borrows the securities from another client...
A weather derivative that is principally used to transfer risk associated with adverse weather events. It is an index-based futures...
An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...
The basis can develop a widening trend when the spot price of an asset/ commodity increases faster than the futures...
A call option whose strike price, at a given point in time before or at expiration, is equal to the...
An option which has a strike price equal or approximately equal to the underlying asset's price. There is little or...
A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...
An interest rate swap which relatively limits payment on its floating-rate leg if an index or reference rate remains within...
A swap which has a warrant attached thereto, and whereby a counterparty can increase the notional amount of the swap...