摘要: An investment strategy that attempts to mimic the returns of a certain asset or group of assets by using a combination of different derivatives rather than buying the individual shares in the market. [阅读全文:]
摘要: An options strategy created by being long in one put and two call options, all with the exact same strike price, maturity and underlying asset. Also referred to as a "triple option".
A[阅读全文:]
摘要: A legal description of the predetermined settlement price for a contract or negotiable instrument.
This term refers to the stated final payment to be made at the end of a contract. A digital op[阅读全文:]
摘要: A specific type of hedging technique. STRIPEs combine interest rate swaps and interest rate caps in order to protect the borrower from changes in interest rates. Under this arrangement, the balance of[阅读全文:]
摘要: The option to enter into an interest rate swap. In exchange for an option premium, the buyer gains the right but not the obligation to enter into a specified swap agreement with the issuer on a specif[阅读全文:]
摘要: An investment strategy that mimics the payoff of a call option. A synthetic call is created by purchasing the underlying asset, selling a bond and purchasing a put option. The strike price on the put [阅读全文:]
摘要: An acronym standing for "short-term interest rate" options or futures contract.
Many companies and financial institutions use STIR contracts to hedge against borrowing or lending expos[阅读全文:]
摘要: A privilege, sold by one party to another, that gives the buyer the right, but not the obligation, to buy (call) or sell (put) a stock at an agreed-upon price within a certain period or on a specific [阅读全文:]
摘要: An options strategy carried out by holding a short position in both a call and a put that have the same strike price and expiration date. The maximum profit is the amount of premium collected by writi[阅读全文:]
摘要: An exotic option that allows the holder to lock in a defined profit while maintaining the right to continue participating in gains without a loss of locked-in monies.
Shout options can be struc[阅读全文:]