It stands for delayed range digital option; a digital option in which the payoff accrues as the reference price or...
It stands for double average rate option; a double average option in which the strike price is not set at...
An abbreviation for volatility of volatility, which is a statistical concept implying that volatility of of a series of random...
It stands for at the money; a situation whereby the strike price of an option is equal to (or almost...
It stands for credit spread option; an option whose payoff depends on the spread between the yields earned on two...
It stands for convertible bond asset swap; an asset swap whose underlying is a convertible bond. In terms of composition,...
It stands for non-equity option; an option whose underlying is a security other than stock, such as a commodity, debt...
It stands for capped index options which are exchange-traded options with a European exercise in which a maximum level is...
An option that allows its holder to lock in the profit of optimal trading on a specified asset subject to...
An abbreviation for growing degree days; a measure that is used in weather derivatives. By definition, it is the degrees...