The CDO tranche spread that is defined by a number of factors, mainly including: attachment point, tranche width, swap maturity,...

A put option which confers on the holder the right to buy the underlying stock at a price below the...

In relation to a premium swap, it is a compensation that the fixed-rate payer is obliged to pay the other...

An option on a cap. For short, it is dubbed "caption". In other words, a caption is an option to...

An option strategy that attempts to maximize profits in bullish markets, i.e., when the prices of the underlying securities go...

An exchange-traded futures contract on the 3-month LIBOR rate. Each contract controls a notional amount of USD 100,000. Interest on…

A phrase that describes the act of exercising a put option. If a particular put contract is “put to seller”,…

It is a low risk, low payoff options strategy, designed to take advantage of a market or security that is…

A balance guaranteed swap in which one leg pays LIBOR plus a spread, while the other leg pays the average…

A vertical spread strategy which benefits from both high and low volatilities. However, the strategy is naturally bullish. In essence,…