In general, leverage (or gearing) can be defined as borrowing funds to make investments. In the context of derivatives trading,...
In the realm of options, it refers to the amount of money an option buyer pays to an option writer...
A call option on any portfolio composed of variable or uncertain components, such as an actively managed portfolio or the...
An option that allows its holder to lock in the profit of optimal trading on a specified asset subject to...
An option contract is a derivative contract that grants its owner the right, without the obligation to buy (for a...
A path-dependent option in which the payoff is based on an average of underlying asset prices, interest rates, indices, or...
A process of terminating a swap by marking it to market and calculating its value in order to determine which...
A credit default swap (CDS) which links the notional amount, on which the swap payoff is based, to the daily...
A credit default swap (CDS) whereby the protection buyer makes a payment to the protection buyer only after the Nth...
An OTC swap which features both a knockout and contingent coupon mechanism. The issuer receives the coupon, whilst the holder...