A call option with an exercise price initially set deep in-the-money. Since it is highly likely that the option will...
A low exercise price option, which is, by definition, a call option with an exercise price initially set deep in-the-money....
A type of binary options whose stated strike price is different from its payoff strike. That is, there is a...
The dates on which options on a particular underlying expire. The expiration day of an option is the last day the option...
One call option in a cap. More specifically, it is an over-the-counter call on interbank deposit rates or LIBOR rate. An interest rate cap can be thought...
1) an OTC interest rate derivative, or simply a contract on an interest rate whereby the seller (or the writer) pays...
A quantoed option whose payoff is determined based on a contractually agreed exchange rate and the difference between the strike price and the sport price (spot...
The price that is charged by a floor seller in return for giving the floor buyer the right to exercise on some...
The risk that arises from the “unfavorable” change in bond values (or values of credit derivatives such as credit default swaps) in response to changes...
An option contract that gives the holder (the buyer) the right, without the obligation, to buy a certain amount of an underlying...