Template:Derivatives market

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Derivatives market

Derivative (finance)

Terms	Credit spread · Debit spread · Exercise · Expiration · Open interest · Pin risk · Risk-free rate · Strike price · The Greeks · Volatility

Vanilla options	Bond option · Call · Employee stock option · Fixed income · FX · Option styles · Put · Warrants

Exotic options	Asian · Barrier · Binary · Cliquet · Compound option · Forward start option · Interest rate option · Lookback · Mountain range · Rainbow option · Swaption

Options strategies	Butterfly · Collar · Covered call · Iron butterfly · Iron condor · Naked put · Straddle · Strangle

Options spreads	Backspread · Bear spread · Bull spread · Calendar spread · Ratio spread · Vertical spread

Valuation of options	Binomial · Black · Black–Scholes · Finite difference · Moneyness · Option time value · Put–call parity · Simulation

Basis swap · Constant maturity swap · Credit default swap · Currency swap · Equity swap · Forex swap · Inflation swap · Interest rate swap · Total return swap · Variance swap · Volatility swap · Correlation swap · Conditional variance swap

Forwards and Futures

Backwardation • Commodity futures • Contango • Currency future • Financial future • Forward market • Forward price • Forward rate • Interest rate future • Margin • Pricing of Forwards • Pricing of Futures • Single-stock futures

Other derivatives

CFD · CLN · CPPI · Credit derivative · ELN · Equity derivative · Foreign exchange derivative · Fund derivative · Inflation derivatives · Interest rate derivative · PRDC · Real estate derivatives · Real options

Market issues

Tax policy · Consumer debt · Corporate debt · Sovereign debt · Climate change · Resource depletion · Late 2000s recession

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