A path-dependent exotic option in which the two boundary protection levels (cap and floor) knock in or out when a...
A lookback option that allows the holder to choose to have a call or a put option on the same…
A variant on covered short straddle, where risk is high and reward is limited, but it differs in that the...
A floater in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds or falls...
A high risk, limited reward options strategy similar to the covered short call (also called covered call write). That means,...
An synthetic option strategy that involves a position in an option combined with a position in the underlying. The strategy...
A FRN (floating-rate note) in which the coupon is activated (knocked-in) or deactivated (knocked-out) if the reference interest rate exceeds…
An equity derivative (specifically an equity buy-write structure) that involves a mandatory conversion preferred stock (it resembles both convertible bonds...
A Parisian option in which the holder’s possibility and right to exercise is enlivened if the underlying asset price has…
A swap that comes with an embedded option whereby a counterparty has the right to activate or deactivate the swap...