An option that gives its holder the right to decide before maturity whether to go with it as a call...
An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...
A CDS option (option on a credit default swap) that grants the holder the right to sell credit protection on...
A CAPS “option” in which a maximum level is placed on the payout in the form of a specified points...
A CAPS “option” in which a maximum level is placed on the payout in the form of a specified points...
A real option which allows for the termination of an investment at a stage earlier than originally planned or agreed....
The exercise price of an option whose underlying is a Ginnie Mae certificate. This price is equal to the dollar...
An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...
A measure of a bond's convexity which takes into account the convexity of options embedded within the bond. It captures...
With respect to bonds, it is the bond dollar value of one basis point (0.01%) adjusted with an embedded option...