Book “Financial Derivatives”
Title:
Financial Derivatives
Subtitle:
Risk Management in Finance
Editor:
By Wikipedians
Language:
English
Wiki page:
Book:Derivatives
Contents:
- Chapter: Introduction
- Financial risk
- Financial risk management
- Derivative
- Chapter: Forwards, Futures and Options
- Underlying
- Short
- Long
- Forwards
- Futures
- Options
- Call option
- Put option
- Strike price
- Expiration
- Chapter: Interest and Yield
- Risk-free rate
- Basis point
- LIBOR
- Continuous Compounding
- Yield curve
- Yield spread
- Yield-curve spread
- Mortgage yield
- Z-spread
- Yield spread premium
- Option-adjusted spread
- Chapter: The Players
- Hedger
- Speculator
- Arbitrage
- Intermediary
- Contrarian Investor
- Chapter: 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
- Chapter: 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
- Chapter: Forwards and Futures
- Forward market
- Forward price
- Forward rate
- Contango
- Margin
- Backwardation
- Single-stock futures
- Financial future
- Currency future
- Commodity futures
- Chapter: Options
- Chooser option
- Basis
- Callable bull/bear contract
- Contingent value rights
- Bond option
- Warrant
- Option screener
- Reverse convertible securities
- Chapter: Options Style
- Option style
- American Option
- European option
- Asian option
- Chapter: Embedded Options
- Callable bond
- Puttable bond
- Exchangeable bond
- Convertible bond
- Chapter: Traders
- Seasonal Trader
- Day trading
- Noise trader
- Trader
- Stock trader
- Scalping
- Predatory lending
- Chapter: Arbitrage
- Arbitrage
- Volatility arbitrage
- Options arbitrage
- Chapter: Intermediaries
- Broker-dealer
- Disintermediation
- Mortgage broker
- Retail broker
- Direct Access Broker
- Market maker
- Chapter: Derivatives Markets
- Futures exchange
- Margin
- Open Interest
- Spread trade
- Bid-offer spread
- Over-the-counter
- Normal backwardation
- Day trading
- Electronic trading
- Algorithmic trading
- Commodity market
- Correlation trading
- Chapter: 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
- Chapter: 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
- Interest rate basis
- Basis swap
- Range accrual
- Overnight indexed swap
- Chapter: 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
- Chapter: Option Strategies
- Covered call
- Naked put
- Straddle
- Butterfly
- Collar
- Iron condor
- Strangle
- Chapter: Options Spread
- Options spread
- Bull spread
- Box spread
- Backspread
- Calendar spread
- Ratio spread
- Vertical spread
- Credit Spread
- Debit spread
- Chapter: 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
- Chapter: 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
- ELN
- Equity derivative
- Fund derivative
- Inflation derivatives
- PRDC
- Real estate derivatives
- Synthetic option position
- Synthetic underlying position
- Chapter: Asset Based Securities
- Asset-backed security
- Mortgage-backed security
- Collateralized mortgage obligation
- Chapter: Some Other Risks
- Market Risk
- Financial risk
- Liquidity risk
- Systemic risk
- Systematic risk
- Basis risk
- Pin risk
- Chapter: Regulation
- Financial regulation
- US Federal Reserve
- Securities and Exchange Commission
- Securities and Exchange Board of India
- Forward Markets Commission
- Freddie Mac
- Chapter: 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
- Chapter: Referencer
- Investor
- Securitization
- Trend following
- Real options analysis
- Debit Spread
- Technical analysis
- Value investing
- Growth investing
- Quantitative analyst
- Securities lending
- Dirty price
- Financial instrument
- Mark-to-market accounting
- Leverage
- Hedge funds
- Stock market cycles
- Chart pattern
- Information cascade
- Wash trade
- Bond duration
- Delta One
- Power reverse dual currency note