Template:Derivatives market
From Wikipedia, the free encyclopedia
Derivatives market | |
|---|---|
| Derivative (finance) | |
| Options | Terms:
Strike price ·
Expiration ·
Open interest ·
Pin risk
Vanilla options:
Option styles ·
Call ·
Put ·
Warrants ·
Fixed income ·
Employee stock option ·
FX
Exotic options:
Asian ·
Lookback ·
Barrier ·
Binary ·
Swaption ·
Mountain range
Options strategies:
Covered call ·
Naked put ·
Collar ·
Straddle ·
Strangle ·
Butterfly
Options spreads:
Bull spread ·
Bear spread ·
Calendar spread ·
Vertical spread ·
Debit spread ·
Credit spread
Valuation of options: Moneyness · Option time value · Put-call parity · Black-Scholes · Black · Binomial · Simulation |
| Swaps | |
| Other derivatives | |
