A futures contract (usually not exchange-traded) which has a clause allowing the holder to transfer his rights of assignment to…
An option that a company offers to an employee in a stock ownership (stock purchase or stock option agreement) or…
It stands for against the box; a short sale which is carried out by the holder of a long position…
A provision that is usually stipulated in, or attached to, a debt instrument or swap agreement, by virtue of which…
Acronym for adaptive mesh model; a derivative valuation method which was developed by Figlewski and Gao (1999). It is a...
A derivative valuation method which was developed by Figlewski and Gao (1999). It is a very flexible approach that helps...
An average rate option which gives the holder the right, but not the obligation, to sell the underlying asset, with…
The trading of options that is meant to “artificially” induce intensive trading using options volume trading and open interest, among…
An interest rate floor in which the successive floorlets cover decreasing notional principal amounts. In other words, the notional principal…
A forward contract at a forward rate that allows the holder to break or unwind the contract with an opposite…