A degree day swap that combines a call and put option with the same strike CDD and on the same...
A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...
It stands for cooling degree days; a term that refers to the maximum of zero and the amount by which...
A weather derivative (specifically a degree day option) that gives the holder the right, without the obligation, to trade (buy...
It stands for heating degree days swap; a degree day swap that combines a call and put option with the...
It stands for heating degree days, a term that refers to the maximum of zero or the amount by which...
An abbreviation for at-the-money spot; the situation in which the strike of an option is set equal to the spot rate (e.g., FX...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...
A type of equity derivative; it stands for yield enhanced equity linked security; it is a structured convertible security (equity-linked...