A blended equity swap that involves many equity indexes from different countries or geographical locations. This swap is a combination...
An option (specifically a dispersion option) which gives its holder the right to exercise on the best or worst return...
A credit default basket option in which the holder receives a cash settlement payment each time a credit event occurs,...
A barrier option that has two barriers (and hence the name double barrier option) or more. It is an extension...
A barrier option that has two barriers (and hence the name double barrier option) or more. It is an extension...
A bleed that measures the effect of time on an option contract (or an options portfolio) as it becomes closer...
A credit derivative whose underlying is a set of names, i.e., reference entities/ assets/ issuers. Typically, every credit derivative contract...
An option structure in which the payout depends on the value of the underlying on several points in time (e.g.,...
An option order whereby a trader can simultaneously buy and sell a number of different options that usually could only...
A cliquet option whose payoff is based on the performance of a set of assets, and implicitly on the correlation...