A worst-of option (WO option) in the form of a put; it is a put on the worst performing stock...
A worst-of option (WO option) in the form of a call; it is a call on the worst performing stock...
The dollar sensitivity of the price of a derivative to a dollar change in the price of the underlying. It...
A worst-of option in the form of a put; it is a put on the worst performing stock or asset...
A worst-of option in the form of a call; it is a call on the worst performing stock or asset...
A delivery option that allows the seller of a Treasury bond futures contract to give notice of intent to deliver...
Not to be confused with a wash sale, it is an illegal practice of stock manipulation in which an investor...
The swap spread which results from two floating rate indexes (e.g., LIBOR ) in different currencies. This occurs when a...
An interest rate swap whereby two floating rate payments in the same or different currencies are exchanged. A premium or...
An inflation -indexed swap which is established on the same notional principal amount for both legs, but with different payout...