An exchange-traded contract (and a derivative) whereby the holder is under obligation to buy or sell a specific asset (security or commodity) for a predetermined...
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A credit default swap (CDS) in which the protection buyer pays a fee (premium) to purchase default protection on a number of debtors or debt issuers....
A shark forward that is used for fixing a forward price, while providing exposure to a spot movement in the underlying. This position...
A forward contract that allows firms to fix a forward price while benefiting from a predicted spot movement. It establishes a certain...
A type of market risk that arises from unfavorable changes in the correlation between the price of an asset underlying a quanto option and the volatility...
The difference between the CDS quotes in one currency and another. This spread could trade as a standalone product. For example, a...
A quanto spread that is constructed using two forward rates. It is mainly used to hedge quanto risk in the interdealer market. This spread can be...
A knock-out option in which the barrier is triggered when the option gets in the money (ITM). The barrier level knocking the option out would...