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User:Lmklai/Books/Finance: Derivatives

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Finance: Derivatives[edit]

Part 1
Derivatives
Derivative (finance)
Derivatives market
Options - Terms
Credit spread (options)
Debit spread
Exercise (options)
Expiration (options)
Moneyness
Open interest
Pin risk (options)
Risk-free interest rate
Strike price
Greeks (finance)
Volatility (finance)
Vanilla Options
Option (finance)
Bond option
Call option
Employee stock option
Fixed income
Option style
Put option
Warrant (finance)
Exotic Options
Exotic option
Asian option
Barrier option
Basket option
Binary option
Chooser option
Cliquet
Commodore option
Compound option
Forward start option
Interest rate option
Lookback option
Mountain range (options)
Rainbow option
Swaption
Options Strategies/Combinations
Options strategies
Collar (finance)
Fence (finance)
Iron butterfly (options strategy)
Iron condor
Straddle
Strangle (options)
Covered call
Married put
Risk reversal
Options spread
Options spread
Backspread
Bear spread
Box spread
Bull spread
Butterfly (options)
Calendar spread
Diagonal spread
Intermarket Spread
Ratio spread
Vertical spread
Options Valuation
Valuation of options
Binomial options pricing model
Black model
Black–Scholes model
Finite difference methods for option pricing
Margrabe's formula
Put–call parity
Monte Carlo methods for option pricing
Real options valuation
Trinomial tree
Vanna–Volga pricing
Swaps
Swap (finance)
Amortising swap
Asset swap
Basis swap
Conditional variance swap
Constant maturity swap
Correlation swap
Credit default swap
Currency swap
Dividend swap
Equity swap
Foreign exchange swap
Inflation swap
Interest rate swap
Overnight indexed swap
Total return swap
Variance swap
Volatility swap
Year-on-Year Inflation-Indexed Swap
Zero-Coupon Inflation-Indexed Swap
Forwards/Futures
Forward contract
Futures contract
Futures exchange
Contango
Currency future
Dividend future
Forward market
Forward price
Forward rate
Interest rate future
Margin (finance)
Normal backwardation
Single-stock futures
Slippage (finance)
Stock market index future
Exotic Derivatives
Exotic derivative
Energy derivative
Shipping markets
Inflation derivative
Property derivative
Weather derivative
Other Derivatives
Hybrid security
Collateralized debt obligation
Constant proportion portfolio insurance
Credit-linked note
Contract for difference
Credit default option
Credit derivative
Equity-linked note
Equity derivative
Foreign exchange derivative
Fund derivative
Interest rate derivative
Mortgage-backed security
Power reverse dual-currency note
Market Issues
Consumer debt
Corporate bond
Government debt
Great Recession
Municipal bond
Tax policy
Part 2
Foreign Exchange Market
Foreign exchange market
Exchange Rates
Currency band
Exchange rate
Exchange-rate regime
Exchange-rate flexibility
Currency substitution
Fixed exchange-rate system
Floating exchange rate
Linked exchange rate
Managed float regime
Markets
Retail foreign exchange trading
Assets
Currency
Non-deliverable forward
Foreign exchange option
Other topics
Bureau de change
Hard currency
Currency pair
Commodity market
Money market
Real estate
Reinsurance