Difference between revisions of "Template:Derivatives market"

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imported>Ronnotel
(add local volatility)
imported>TenPoundHammer
(Removing link(s) to "Mountain range (options)": redirected. using TW)
 
(173 intermediate revisions by 74 users not shown)
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{{Navbox
{|class= "toccolours" cellspacing= "4" align= "center" style="padding:0px; font-size: 85%;"
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| name = Derivatives market
|style= "padding:0px;"|
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| state = {{{state<includeonly>|autocollapse</includeonly>}}}
{|border= "0" style="width:100%;" cellspacing= "0" cellpadding= "0"
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| title = [[Derivatives market]]
|style= "padding:0px;"|
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| bodyclass = hlist
{|border= "0" style="width:100%;" cellpadding= "0"
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! style="background: #ccccff;" colspan="4" |
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| above = [[Derivative (finance)]]
{|cellspacing=0 cellpadding=0 border=0 style="background:Transparent" width=100%
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|width=30|&nbsp;
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| group1 = [[Option (finance)|Option]]s
|align=center|[[Derivative (finance)|Financial derivatives]]
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| list1 =
|width=5|&nbsp;
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{{Navbox|subgroup
|}
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  | group1 = Terms
|-
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  | list1 =
! style="background: #ddccff;" colspan="4" | [[Option (finance)|Options]]  
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* [[Credit spread (options)|Credit spread]]
|-
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* [[Debit spread]]
| style="padding-left:5px;" rowspan="2" valign="top" | '''[[Vanilla option|Vanilla]]  
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* [[Exercise (options)|Exercise]]
|| '''Types:'''
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* [[Expiration (options)|Expiration]]
| colspan="2" | [[Option style]]s | [[Call option|Call]] | [[Put option|Put]] | [[Warrant (finance)|Warrants]] | [[Bond option|Fixed income]] | [[Employee stock option]] | [[Foreign exchange option|FX]]
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* [[Moneyness]]
|-
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* [[Open interest]]
|| '''[[Options strategies|Strategies]]:'''
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* [[Pin risk (options)|Pin risk]]
| colspan="2" | [[Covered call]]s | [[Naked put]]s | [[Bear Call Spread]] | [[Bear Put Spread]] | [[Bull Call Spread]] | [[Bull Put Spread]] | [[Calendar spread]] | [[Straddle]] | [[Long Straddle]] | [[Long Strangle]] | [[Butterfly (options)|Butterfly]] | [[Short Butterfly Spread]] | [[Short Straddle]] | [[Short Strangle]] | [[Vertical spread]] | [[Volatility arbitrage]] | [[Debit Spread]] | [[Credit spread]] | [[Synthetic options position|Synthetic]]
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* [[Risk-free interest rate]]
|-
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* [[Strike price]]
|| '''[[Exotic option|Exotic]]s:'''
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* [[Greeks (finance)|the Greeks]]
| colspan="2" | [[Asian option|Asian]] | [[Lookback option|Lookback]]s | [[Barrier option|Barrier]] | [[Binary option|Binary]] | [[Swaption]]s | [[Mountain range (options) | Mountain range]]
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* [[Volatility (finance)|Volatility]]
|-
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|| '''[[Valuation of options|Valuation]]:'''
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  | group2 = [[Vanilla option]]s
| colspan="2" | [[Moneyness]] | [[Option time value]] | [[Black-Scholes]] | [[Black model|Black]] | [[Binomial options pricing model|Binomial]] | [[Stochastic volatility]] | [[Implied volatility]] | [[Net volatility]] | [[Local volatility]]
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  | list2 =
|-
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* [[American option|American]]
|| '''See Also:'''
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* [[Bond option]]
| colspan="2" | [[CBOE]] | [[Derivatives market]] | [[Option screener|Option Screeners]] | [[Options strategies|Option strategies]] | [[Pin risk (option)|Pin risk]]
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* [[Call option|Call]]
|-
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* [[Employee stock option]]
|-
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* [[European option|European]]
! style="background: #ddccff;" colspan="4" | [[Swap (finance)|Swaps]]  
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* [[Fixed income]]
|-
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* [[Foreign exchange option|FX]]
| colspan="4" | [[Interest rate swap|Interest rate]] | [[Total return swap|Total return]] | [[Equity swap|Equity]] | [[Credit default swap|Credit default]] | [[Forex swap|Forex]] | [[Currency swap|Cross-currency]] | [[Constant maturity swap|Constant maturity]] | [[Basis swap|Basis]] | [[Variance swap|Variance]]
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* [[Option style]]s
|-
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* [[Put option|Put]]
|}
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* [[Warrant (finance)|Warrant]]s
|}
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|}
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  | group3 = [[Exotic option]]s
 +
  | list3 =
 +
* [[Asian option|Asian]]
 +
* [[Barrier option|Barrier]]
 +
* [[Basket option|Basket]]
 +
* [[Binary option|Binary]]
 +
* [[Chooser option|Chooser]]
 +
* [[Cliquet option|Cliquet]]
 +
* [[Commodore option|Commodore]]
 +
* [[Compound option|Compound]]
 +
* [[Forward start option|Forward start]]
 +
* [[Interest rate option|Interest rate]]
 +
* [[Lookback option|Lookback]]
 +
* Mountain range
 +
* [[Rainbow option|Rainbow]]
 +
* [[Swaption]]
 +
 
 +
  | group4 = [[Options strategy|Combinations]]
 +
  | list4 =
 +
* [[Collar (finance)|Collar]]
 +
* [[Covered call]]
 +
* [[Fence (finance)|Fence]]
 +
* [[Iron butterfly (options strategy)|Iron butterfly]]
 +
* [[Iron condor]]
 +
* [[Straddle]]
 +
* [[Strangle (options)|Strangle]]
 +
* [[Protective put]]
 +
* [[Risk reversal]]
 +
 
 +
  | group5 = [[Options spread|Spread]]s
 +
  | list5 =
 +
* [[Backspread|Back]]
 +
* [[Bear spread|Bear]]
 +
* [[Box spread (options)|Box]]
 +
* [[Bull spread|Bull]]
 +
* [[Butterfly (options)|Butterfly]]
 +
* [[Calendar spread|Calendar]]
 +
* [[Diagonal spread|Diagonal]]
 +
* [[Intermarket Spread|Intermarket]]
 +
* [[Ratio spread|Ratio]]
 +
* [[Vertical spread|Vertical]]
 +
 
 +
  | group6 = [[Valuation of options|Valuation]]
 +
  | list6 =
 +
* [[Binomial options pricing model|Binomial]]
 +
* [[Black model|Black]]
 +
* [[Black–Scholes model]]
 +
* [[Finite difference methods for option pricing|Finite difference]]
 +
* [[Foreign exchange option#Valuation: the Garman–Kohlhagen model|Garman–Kohlhagen]]
 +
* [[Margrabe's formula]]
 +
* [[Put–call parity]]
 +
* [[Monte Carlo methods for option pricing|Simulation]]
 +
* [[Real options valuation]]
 +
* [[Trinomial tree|Trinomial]]
 +
* [[Vanna–Volga pricing]]
 +
}}
 +
<!-- group2 omitted to maintain alternating list backgrounds -->
 +
| group3 = [[Swap (finance)|Swap]]s
 +
| list3 =
 +
* [[Amortising swap|Amortising]]
 +
* [[Asset swap|Asset]]
 +
* [[Basis swap|Basis]]
 +
* [[Conditional variance swap|Conditional variance]]
 +
* [[Constant maturity swap|Constant maturity]]
 +
* [[Correlation swap|Correlation]]
 +
* [[Credit default swap|Credit default]]
 +
* [[Currency swap|Currency]]
 +
* [[Dividend swap|Dividend]]
 +
* [[Equity swap|Equity]]
 +
* [[Foreign exchange swap|Forex]]
 +
* [[forward rate agreement|Forward Rate Agreement]]
 +
* [[Inflation swap|Inflation]]
 +
* [[Interest rate swap|Interest rate]]
 +
* [[Overnight indexed swap|Overnight indexed]]
 +
* [[Total return swap|Total return]]
 +
* [[Variance swap|Variance]]
 +
* [[Volatility swap|Volatility]]
 +
* [[Year-on-Year Inflation-Indexed Swap|Year-on-Year Inflation-Indexed]]
 +
* [[Zero-Coupon Inflation-Indexed Swap|Zero Coupon Inflation-Indexed]]
 +
* [[zero coupon swap|Zero Coupon Swap]]
 +
 
 +
| group4 = {{hlist|[[Forward contract|Forward]]s|[[Futures contract|Futures]]}}
 +
| list4 =
 +
* [[Contango]]
 +
* [[Currency future]]
 +
* [[Dividend future]]
 +
* [[Forward market]]
 +
* [[Forward price]]
 +
* [[Forward contract#Spot–forward parity|Forwards pricing]]
 +
* [[Forward rate]]
 +
* [[Futures contract#Pricing|Futures pricing]]
 +
* [[Interest rate future]]
 +
* [[Margin (finance)|Margin]]
 +
* [[Normal backwardation]]
 +
* [[Single-stock futures]]
 +
* [[Slippage (finance)|Slippage]]
 +
* [[Stock market index future]]
 +
 
 +
| group5 = [[Exotic derivative]]s
 +
| list5 =
 +
* [[Energy derivative]]
 +
* [[Freight derivative]]
 +
* [[Inflation derivative]]
 +
* [[Property derivative]]
 +
* [[Weather derivative]]
 +
 
 +
| group6 = Other derivatives
 +
| list6 =
 +
* [[Collateralized debt obligation|Collateralized debt obligation (CDO)]]
 +
* [[Constant proportion portfolio insurance]]
 +
* [[Contract for difference]]
 +
* [[Credit-linked note|Credit-linked note (CLN)]]
 +
* [[Credit default option]]
 +
* [[Credit derivative]]
 +
* [[Equity-linked note|Equity-linked note (ELN)]]
 +
* [[Equity derivative]]
 +
* [[Foreign exchange derivative]]
 +
* [[Fund derivative]]
 +
* [[Interest rate derivative]]
 +
* [[Mortgage-backed security]]
 +
* [[Power reverse dual-currency note|Power reverse dual-currency note (PRDC)]]
 +
 
 +
| group7 = Market issues
 +
| list7 =
 +
* [[Consumer debt]]
 +
* [[Corporate bond|Corporate debt]]
 +
* [[Government debt]]
 +
* [[Great Recession]]
 +
* [[Municipal debt]]
 +
* [[Tax policy]]
 +
 
 +
}}<noinclude>
 +
{{collapsible option |statename=optional}}
 +
[[Category:Finance templates]]
 +
</noinclude>

Latest revision as of 03:30, 20 October 2019

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