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Arithmetic Asian Put Option

An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...

Arithmetic Asian Call Option

An arithmetic Asian option in which the payoff is determined with respect to the arithmetic average price of the underlying...

CBO

It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…

Currency Convertibility Option

The right of the holders of a given local currency to dispose of their currency holdings in exchange for goods…

Arithmetic Asian Option

A special type of Asian options (average price options) in which the payoff is determined with respect to the arithmetic...

Triple Witching Week

The week that begins on Monday prior to the Saturday expiration of any three classes of option contracts. The week leading…

TLO

An acronym for traffic-light option, which is an OTC option that belongs to the class of correlation derivatives, and which…

Treasury Bond Futures Option

A bond futures option, usually traded on the CBOT, which gives the holder the right to enter a futures contract…

Trend Option

A variant of an average rate option (Asian option) whose payoff is linked to the trend of its underlying, instead…

Treasury Note Futures

A futures contract in which the underlying is a treasury note. This contract is mainly used by investors seeking to…