It stands for option-adjusted spread; the credit spread that is added over the spot rates (the Treasury spot rate curve,...
The credit spread that is added over the spot rates (the Treasury spot rate curve, the LIBOR rate curve, etc)...
An option (a special case of rainbow options) where the holder is long put on the worst performing stock (asset)...
A call option whose strike price, at a given point in time before or at expiration, is equal to the...
An option which has a strike price equal or approximately equal to the underlying asset's price. There is little or...
An option (not to be confused with exchange-traded options which has a different meaning) which gives the holder the right...
An option whose payoff depends on the performance of two different assets (one primary, and the other secondary). The option...
A variation on a vanilla option in which the holder's payout depends, or is contingent, not only on the performance...
A modified version of the barrier floor. It is an interest rate floor that comes in the form of an...
An option which is the reverse of a dual strike option. The reverse dual strike option has its payoff defined...