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Using The Black-Scholes Model To Price Floorlets

Essentially, a floor is a strip of put options on forward interest rates. Therefore, a floorlet is a put option...

Difference Between Conventional Option and Islamic Option

Options (conventional options) are derivative contracts that give the holder the right, without the obligation, to trade (buy or sell)...

Practical Applications of Murabaha

Murabaha (cost-plus sale) is a type of ba’i (sale) in which the seller is under obligation to reveal the actual...

Hamish al-Jiddiyyah in Murabaha

Murabaha (also spelled murabahah) is a shari’a compatible mode of debt financing which involves the sale of a commodity mostly...

Greeks for Multi-Asset Options

A multi-asset option is one whose payout depends on the overall performance of more than one underlying asset. In addition...

Difference Between Options and Forward Contracts

An option is a derivative contract giving the holder (buyer) the right, without the obligation, to trade (buy or sell)...

Characteristics of Riba

From a shari'a perspective, riba has a number of characteristics that set it apart from legitimate sources of income. Accordingly,...

Using a Swap to Transform a Liability

Firms could use swaps to transform a floating-rate rate loan to a fixed-rate loan. For example, a firm has arranged...

Examples of Gharar

Gharar is an element of risk (mukhatarah), uncertainty, hazard, or lack of transparency (asymmetric information) that could render a contract...

Long Cap Payoff

A long cap is a cap held by the purchaser (the long) against payment of the cap premium to the...