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User:Dockimble/Books/Financial Derivatives

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Financial Derivatives

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Risk Management in Finance

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Introduction
Financial risk
Financial risk management
Derivative
Forwards, Futures and Options
Underlying
Short
Long
Forwards
Futures
Options
Call option
Put option
Strike price
Expiration
Interest and Yield
Risk-free interest rate
Basis point
London Interbank Offered Rate
Continuous Compounding
Yield curve
Yield spread
Mortgage yield
Z-spread
Yield spread premium
Option-adjusted spread
The Players
Hedger
Speculator
Arbitrageur
Intermediary
Contrarian Investor
Valuation
Valuation
Valuation of options
Black-Scholes
Put–call parity
In the money
Option time value
Intrinsic value
Black model
Finite difference methods for option pricing
Variance gamma process
Heath-Jarrow-Morton framework
Heston model
Monte Carlo methods for option pricing
Fuzzy Pay-Off Method for Real Option Valuation
Volatility and Risk Measurement
Volatility
Volatility smile
Implied volatility
Net volatility
Value at risk
Greeks
Convenience yield
Monte Carlo method
Local volatility
Stochastic volatility
SABR Volatility Model
Forwards and Futures
Forward market
Forward price
Forward rate
Contango
Normal backwardation
Single-stock futures
Financial future
Currency future
Options
Basis
Callable bull/bear contract
Contingent value rights
Bond option
Warrant
Option screener
Reverse convertible securities
Options Style
Option style
Asian option
Embedded Options
Callable bond
Puttable bond
Exchangeable bond
Convertible bond
Traders
Seasonal Trader
Day trading
Noise trader
Trader
Stock trader
Scalping
Predatory lending
Arbitrage
Arbitrage
Volatility arbitrage
Options arbitrage
Intermediaries
Broker-dealer
Disintermediation
Mortgage broker
Direct Access Broker
Market maker
Derivatives Markets
Futures exchange
Margin
Open Interest
Spread trade
Bid-offer spread
Over-the-counter
Electronic trading
Algorithmic trading
Commodity market
Correlation trading
Credit Derivatives
Credit risk
Credit derivative
Credit default swap
Credit linked note
Collateralized debt obligation
Collateralized loan obligation
Single-tranche CDO
Total return swap
Constant maturity credit default swap
Collateralized mortgage obligation
Asset-backed security
Mortgage-backed security
Interest Rate Derivatives
Interest rate risk
Interest rate derivative
Forward rate agreement
Interest rate future
Interest rate option
Interest rate swap
Interest rate cap and floor
Computation of Interest
Basis swap
Range accrual
Overnight indexed swap
Currency Derivatives
Foreign exchange market
Exchange rate
Currency risk
Real exchange rate puzzles
Interest rate parity
Foreign exchange derivative
Forex swap
Effective Exchange Rate
Foreign exchange option
Option Strategies
Covered call
Naked put
Straddle
Butterfly
Collar
Iron condor
Strangle
Options Spread
Options spread
Bull spread
Box spread
Backspread
Calendar spread
Ratio spread
Vertical spread
Credit Spread
Debit spread
Swaps
Swaps
Swap rate
Variance swap
Forex swap
Basis swap
Constant maturity swap
Currency swap
Equity swap
Inflation swap
Total return swap
Volatility swap
Correlation swap
Conditional variance swap
Exotic Options, Other Derivatives, etc.
Exotic option
Barrier option
Compound option
Swaption
Bond plus option
Cliquet
Equity-Linked Note
Commodore option
Delta neutral
Basket Options (Rainbow)
Low Exercise Price Option
Forward start option
Binary option
Chooser option
Lookback option
Mountain range
CPPI
Equity derivative
Fund derivative
Inflation derivatives
Real estate derivatives
Synthetic position
More on Risks
Market Risk
Liquidity risk
Systemic risk
Systematic risk
Basis risk
Regulation
Financial regulation
US Federal Reserve
U.S. Securities and Exchange Commission
Securities and Exchange Board of India
Forward Markets Commission (India)
Freddie Mac
Irrationality, Inefficiency and Abuse
Herd behavior
Market manipulation
Stock market bubble
Subprime mortgage crisis
Keynesian beauty contest
Transaction cost
Short squeeze
Tobin tax
Speculative attack
Tulip mania
Bear raid
Referencer
Investor
Securitization
Trend following
Real options analysis
Technical analysis
Value investing
Growth investing
Quantitative analyst
Securities lending
Dirty price
Financial instrument
Mark-to-market accounting
Leverage
Hedge fund
Stock market cycles
Chart pattern
Information cascade
Wash trade
Bond duration
Delta One
Power reverse dual currency note