Warning: Creating default object from empty value in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/plugins/independent-core/admin/ReduxCore/inc/class.redux_filesystem.php on line 29 Derivatives – Page 81 – Fincyclopedia
[wpdreams_ajaxsearchpro id=44 ]
Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Snail Warrant

A traded warrant (and a type of barrier warrants) in which the barrier slowly approaches an in-the-money status (in-the-money side...

Window Barrier Warrant

An exotic warrant (barrier warrant) that is subject to a predefined window period during which if the barrier price is...

Spot Trader Option

An option which allows the holder to trade the underlying market with limited downside in return for a given premium....

Lookforward Option

An option which allows the holder to have access in the future to the difference between the spot strike at...

Forward Delta

The sensitivity of an option’s premium (price) to changes in the forward market on the same underlying asset over the...

Long Premium

A trader who has a positive gamma in a position taken in options or option combinations. Such a trader expects...

Omega Risk

A currency risk that is embedded in an option contract whose underlying is denominated in a currency other than that...

Level Payment Swap

A swap agreement that practically converts the cash flows from an amortizing debt instrument into a fixed payment at the...

Lookback Step-Up Cap

A step-up cap which applies the minimum level of a given benchmark rate (index rate) as observed in the reset...

Lookback Strike Option

A call or put option whereby the holder has the retroactive right to purchase (if a call) or sell (if...