A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...
A trader who has a negative gamma in a position taken in options or option combinations. Such a trader expects...
A combination of long and short positions in financial instruments, in order to mimic the the risk/ reward profile of...
A combination of long and short positions in financial instruments, in order to mimic the the risk/ reward profile of...
A swap which imitates the characteristics of a super floater bond for the construction of the floating rate leg. The...
An interest rate swap whose maturity doesn't exceed 2 years. A short-term interest rate swaps (STIRS) involves the settlement of...
The call option premium that is received by a call seller (writer). It represents the compensation a call seller receives...
A range note in which the coupon depends on the spread between the daily fixings of two interest rate indexes...
A floating-rate note (floater) in which the reference rate is magnified by a factor λ (where λ > 1). Therefore,...
A futures contract whose underlying is an individual stock of a public company or a particular stock index. It allows...