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2. Forward contract - Wikipedia

   en.wikipedia.org/wiki/Forward_contract

   Continuing on the example above, suppose now that the initial price of Alice's house is $100,000 and that Bob enters into a forward contract to buy the house one year from today. But since Alice knows that she can immediately sell for $100,000 and place the proceeds in the bank, she wants to be compensated for the delayed sale.

3. Cliquet option - Wikipedia

   en.wikipedia.org/wiki/Cliquet_option

   The second year's payoff has the same payoff as a one-year option, but with the strike price equal to the stock price at the end of the first year. The third year's payoff has the same payoff as a one-year option, but with the strike price equal to the stock price at the end of the second year.

4. Delta one - Wikipedia

   en.wikipedia.org/wiki/Delta_one

   A delta one product is a derivative with a linear, symmetric payoff profile. That is, a derivative that is not an option or a product with embedded options. Examples of delta one products are Exchange-traded funds, equity swaps, custom baskets, linear certificates, futures, forwards, exchange-traded notes, trackers, and Forward rate agreements.

5. Forward price - Wikipedia

   en.wikipedia.org/wiki/Forward_price

   The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract. [1] [2] Using the rational pricing assumption, for a forward contract on an underlying asset that is tradeable, the forward price can be expressed in terms of the spot price and any dividends. For forwards on non-tradeables, pricing the ...

6. Folk theorem (game theory) - Wikipedia

   en.wikipedia.org/wiki/Folk_theorem_(game_theory)

   The folk theorem in this case requires that the payoff profile in the repeated game strictly dominates the minmax payoff profile (i.e., each player receives strictly more than the minmax payoff). Let a be a strategy profile of the stage game with payoff profile u which strictly dominates the minmax payoff profile. One can define a Nash ...

7. Condor (options) - Wikipedia

   en.wikipedia.org/wiki/Condor_(options)

   The condor is so named because of its payoff diagram's perceived resemblance to a large bird such as a condor. [ 6 ] An iron condor is a strategy which replicates the payoff of a short condor, but with a different combination of options.

8. Lookback option - Wikipedia

   en.wikipedia.org/wiki/Lookback_option

   The payoff depends on the optimal (maximum or minimum) underlying asset's price occurring over the life of the option. The option allows the holder to "look back" over time to determine the payoff. There exist two kinds of lookback options: with floating strike and with fixed strike.

9. Volatility swap - Wikipedia

   en.wikipedia.org/wiki/Volatility_swap

   Regarding the argument of Carr and Lee (2009), [3] in the case of the continuous- sampling realized volatility if we assumes that the contract begins at time =, () is deterministic and () is arbitrary (deterministic or a stochastic process) but independent of the price's movement i.e. there is no correlation between () and , and denotes by ...