An option (cap) that has no up-front premium (therefore, it is a variant of deferred premium option). In a self...

A financial derivative which an issuer sells to investors and is obliged whereby to sell shares of a specific stock...

A type of bucketing which captures the exposure between cash positions and an option's expiration month. In other words, the...

A quanto forward whose payoff is directly converted into an amount denominated in a currency (e.g., a foreign currency) other...

An option whose payoff shows a singularity jumping from zero to a positive value. In other words, this option has...

A barrier FRN in which the coupon is deactivated (knocked-out) if the reference interest rate exceeds or falls below a...

A structured instrument which consists of long put and short call positions particularly in currencies. A KIKO (knock-in knock-out) forward...

The degree to which the price of the underlying asset of an option fluctuates. For an out-of-the-money option, it represents...

The strike price of an option which is equal to the spot price of its underlying. The spot price can...

An order that a trader places for the purpose of buying or selling an option. When placing an option order,...