A trading algorithm that is used by electronic traders to execute orders on a basket of securities simultaneously (i.e., optimized...
A family of options whose underlying is a basket of assets, commodities, securities, currencies, etc. This multivariate option (warrant) is...
An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...
A certificate of deposit (CD) that links the rate of return (yield) to the performance of a basket of stocks....
A certificate of deposit (CD) that links the rate of return (yield) to the performance of a basket of stocks....
An over-the-counter swap that allows investors to take bets on, or hedge against, risks associated with the empirical correlation of...
A swap in which the observed correlation between the underlying assets in a basket is used as a basis for...
It stands for absolute return barrier note; a barrier note that pays the holder (investor), at maturity, the absolute performance...
A structured product (structured certificate) that faithfully tracks the performance of its underlying. Its risk-return profile is identical to that...
An option on the best performing asset in a basket of assets during a designated period of time. The holder...