Template:Derivatives market: Difference between revisions

|title  = [[Derivatives market]]

|above  = [[Derivative (finance)]]

|group2  = [[Option (finance)|Options]]

* [[Credit spread (options)|Credit spread]]

* [[Debit spread]]

* [[Exercise (options)|Exercise]]

* [[Expiration (options)|Expiration]]

* [[Moneyness]]

* [[Open interest]]

* [[Pin risk (options)|Pin risk]]

* [[Risk-free rate]]

* [[Strike price]]

* [[Greeks_(finance)|The Greeks]]

* [[Volatility (finance)|Volatility]]

|group2=[[Vanilla option]]s

* [[Bond option]]

* [[Call option|Call]]

* [[Employee stock option]]

* [[Fixed income]]

* [[Foreign-exchange option|FX]]

* [[Option style]]s

* [[Put option|Put]]

* [[Warrant (finance)|Warrants]]

|group3=[[Exotic option]]s

* [[Asian option|Asian]]

* [[Barrier option|Barrier]]

* [[Binary option|Binary]]

* [[Cliquet]]

* [[Compound option]]

* [[Forward start option]]

* [[Interest rate option]]

* [[Lookback option|Lookback]]

* [[Mountain range (options)|Mountain range]]

* [[Rainbow option]]

* [[Swaption]]

|group4=[[Combinations (finance)|Combinations]]

* [[Collar (finance)|Collar]]

* [[Fence (finance)|Fence]]

* [[Iron butterfly (options strategy)|Iron butterfly]]

* [[Iron condor]]

* [[Straddle]]

* [[Strangle (options)|Strangle]]

* [[Covered call]]

* [[Protective put]]

* [[Risk reversal]]

|group5=[[Options spread]]s

* [[Backspread]]

* [[Bear spread]]

* [[Bull spread]]

* [[Box spread]]

* [[Butterfly (options)|Butterfly spread]]

* [[Calendar spread]]

* [[Diagonal spread]]

* [[Ratio spread]]

* [[Vertical spread]]

* [[Intermarket Spread]]

|group6=[[Valuation of options]]

* [[Binomial options pricing model|Binomial]]

* [[Black model|Black]]

* [[Black–Scholes]]

* [[Finite difference methods for option pricing|Finite difference]]

* [[Foreign-exchange_option#Valuation:_the_Garman.E2.80.93Kohlhagen_model|Garman-Kohlhagen]]

* [[Put–call parity]]

* [[Monte Carlo methods for option pricing|Simulation]]

* [[Trinomial tree|Trinomial]]

* [[Vanna–Volga pricing]]

|group3  = [[Swap (finance)|Swaps]]

* [[Basis swap]]

* [[Conditional variance swap]]

* [[Constant maturity swap]]

* [[Correlation swap]]

* [[Credit default swap]]

* [[Currency swap]]

* [[Dividend swap]]

* [[Equity swap]]

* [[Foreign exchange swap|Forex swap]]

* [[Inflation swap]]

* [[Interest rate swap]]

* [[Total return swap]]

* [[Variance swap]]

* [[Volatility swap]]

|group4  = [[Forward contract|Forwards]]/[[Futures contract|Futures]]

* [[Backwardation]]

* [[Commodity futures]]

* [[Contango]]

* [[Currency future]]

* [[Financial future]]

* [[Forward market]]

* [[Forward price]]

* [[Forward rate]]

* [[Index future]]

* [[Interest rate future]]

* [[Margin (finance)|Margin]]

* [[Forward_contract#Spot_-_forward_parity| Pricing of Forwards]]

* [[Futures_contract#Pricing| Pricing of Futures]]

* [[Single-stock futures]]

* [[Credit default option]]

* [[Credit-linked note|CLN]]

* [[Contract for difference]]

* [[Constant proportion portfolio insurance|CPPI]]

* [[Credit derivative]]

* [[Equity-Linked Note|ELN]]

* [[Equity derivative]]

* [[Foreign exchange derivative]]

* [[Fund derivative]]

* [[Inflation derivative|Inflation derivatives]]

* [[Interest rate derivative]]

* [[Power reverse dual currency note|PRDC]]

* [[Real estate derivative|Real estate derivatives]]

* [[Real options valuation|Real options]]

* [[Tax policy]]

* [[Consumer debt]]

* [[Corporate bond|Corporate debt]]

* [[Government debt]]

* [[Late 2000s recession]]