A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...
An option whose underlying is a forward contract. This option gives the holder the right to enter into a forward...
The reverse of an accumulator. More specifically, it is a structured product that involves investors taking on the obligation to...
A swap which is basically created to offset or counter the interest rate or market risk of an earlier swap...
A path-dependent option that is typically embedded in a structured note (range note), allowing the holder to receive a coupon...
A currency option- usually on a foreign currency or a currency basket or index- that is made or written at...
A discrete model for pricing options that was introduced by Cox, Ross and Rubinstein in 1979. In this model, the...
An asset that is held primarily for consumption (end-user needs) and not usually for investment or resale. Examples include different...
An interest rate floor which consists of a limited string of floorlets designed to hedge future floating rate receipts, specifically...