An option which allows the holder to pay a reduced premium amount in return for forgoing a portion of any...
The widening of the yield curve which results from short-term interest rates increasing at a faster pace than long-term interest...
A type of interest rate swap in which the floating rate leg is derived from the difference between long and...
An interest rate cap (and an option strategy- a form of participating option) which gives its holder partial protection from...
A collar which provides investors with a tool to secure a minimum (floor) return combined with reduced participation above a...
A range option that pays out at expiration an amount that is based on how many of its four defined...
An option to exercise on a bundle of vanilla options with the same expiration date but different strike prices, optionalities...
An exotic option that allows the holder to buy or sell an underlying asset at the best possible price that...
A forward contract which allows the holder to receive an unidentified amount of the underlying, depending on a price denominated...
An exotic option that combines the features of a quanto option and an equity option. The payoff of a quanto...