A reverse knock-in option that becomes in the money once the defined barrier (for a put option, it is the...
It stands for range accrual note; a note that pays interest only if the floating interest rate (such as LIBOR)...
In respect to a managed futures fund, it is ratio that relates the rate of return to the maximum loss:...
An employee stock option (ESO) that confers on the holder (the optionee) supplementary options after the original option is exercised....
A pair of options (a put and a call) with non-standard rebate and payout features. The strike price of each...
The point at which a short option or option spread executed at a credit breaks even (it produces neither profit...
A swap that is made up of a number of zero-coupon swaps with increasing maturities. Each of the zero-coupon swaps...
It stands for reduced tick spread; an interest rate futures calendar spread which involves buying near-month futures and selling far-month...
An interest rate futures calendar spread which involves buying near-month futures and selling far-month futures at a reduced tick interval...
An option strategy that is based on the replacement of a position by closing out one option contract at a...