It is a call option on a bond; a bond option which gives the holder the right, without the obligation,...
A floor is a put option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...
A cap is a call option on a specified interest rate such as LIBOR, Euribor, the US prime rate, or...
The designation made by a clearing corporation requesting a specified option writer to purchase in case of a put option...
An estimated price of an option based on the premise that the relationships between the underlying price and the option...
An estimated price of an option based on the premise that the relationships between the underlying price and the option...
A risk reversal that allows investors to avoid paying a premium for an option. In this option strategy, the premium...
It stands for near the money; the state in which options or option positions, whose market prices are very near...
The state in which options or option positions, whose market prices are very near to their strike prices, are the...
The value of an option at expiration date, i.e., the value which is received by a holder from exercising an...