An option that can be exercised on discrete dates before expiration, such as the first of every month. This option...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A temperature derivative in which the weather index buyer and the weather index seller agree to exchange payment obligations contingent...
A weather derivative (or a temperature derivative ) whose underlying asset is a specific temperature index, i.e. an index of...
A currency swap in which one side is a fixed rate currency and the other a floating rate payment (such...
Unlike standard credit default swaps which require a valuation following a credit event (usually default), digital swaps simply specify payment...
A double barrier option whose payoff at expiration date is equal to that of a binary option in case during...
A one-touch option with two American barriers. An investor, buying the option, has the right to define the two barriers:...
A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...