A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A cross-currency derivative which constitutes an option giving the holder the right, without the obligation, to enter into a cross-currency...
A weather derivative (or a temperature derivative ) whose underlying asset is a specific temperature index, i.e. an index of...
A double barrier option whose payoff at expiration date is equal to that of a binary option in case during...
A one-touch option with two American barriers. An investor, buying the option, has the right to define the two barriers:...
A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...
A binary option that pays its holder a fixed amount (payoff) at expiration if the underlying price/ rate touches (i.e.,...
An interest rate swap which involves the exchange of fixed rate payments for “capped” floating rate payments. The floating rate...
A step option which is equipped with an upward strike price reset mechanism effective within a limited period at a...
Any of several types of barrier options which activates, deactivates, or explodes in response to changes in the underlying whereby...