A variation of corridor option. In this structure, the holder will no more accrue coupon interest as soon as the...
An amount of money which is paid to the buyer of a barrier option if the barrier is reached. This...
A knock-out option (barrier option) that refunds the holder a predetermined part of the premium should the knock-out occur. Once...
It stands for knock-out option; an option that automatically deactivates or expires only when a certain price of its underlying...
An option that automatically deactivates or expires only when a certain price of its underlying (disadvantageous to the option seller)...
Another name for barrier option. By definition, it is an exotic option whose payoff depends on whether the underlying asset...
Another name for barrier option. By definition, it is an exotic option whose payoff depends on whether the underlying asset...
An exotic option whose payoff depends on whether the underlying asset price reaches a specified threshold (a predetermined knock-in or knock-out price) or not....
A rebate barrier option where a rebate is paid if the barrier has not been touched (for knock-in options) or has been...
A barrier option that has two outstrikes, one in knock-in (kick) direction and the other in knock-out (knock) direction. In other words, the...