A digital option that pays out if the underlying doesn’t touch (breach) a specified barrier. Therefore, the option includes a...
An option or futures spread trade that is established by simultaneously buying and selling options or futures that have different...
A modification of the flexible cap. It combines the features of a flexible cap and a chooser cap. More specifically,...
An interest rate swap giving the holder the option to choose to enter into either a receiver swap or a...
An option that gives its holder the right to decide before maturity whether to go with it as a call...
A method of transporting the active return (alpha) among asset classes by separating and transporting uncorrelated incremental returns from one...
An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...
A CDS option (option on a credit default swap) that grants the holder the right to sell credit protection on...
A CAPS “option” in which a maximum level is placed on the payout in the form of a specified points...
A CAPS “option” in which a maximum level is placed on the payout in the form of a specified points...