A type of barrier option for which the barrier strike is only active for a specific period (partial time) during...
An option contract in which the underlying’s market price is very near to the strike price. For example, a call…
A barrier to which a barrier option is subject for a period (window) shorter than the option's term. In other...
A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...
A barrier to which a barrier option is subject for a period shorter than the option's term. In other words,...
It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…
An option spread in which the short option leg is margined separately as a naked option. Investors choose this setting…
A sensitivity measure for options and other derivatives which calculates the change in gamma in response to the passage of…
A process that reflects the time-evolution of an asset price. It is a stochastic process commonly used in finance to...
It stands for geometric Brownian motion; a process that reflects the time-evolution of an asset price. It is a stochastic...