Template:Derivatives market
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Revision as of 15:57, 4 June 2007 by
imported>Ronnotel
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Financial derivatives
Options
Vanilla
Types:
Option styles
|
Call
|
Put
|
Warrants
|
Fixed income
|
Employee stock option
|
FX
Strategies
:
Covered calls
|
Naked puts
|
Bear Call Spread
|
Bear Put Spread
|
Bull Call Spread
|
Bull Put Spread
|
Calendar spread
|
Straddle
|
Long Straddle
|
Long Strangle
|
Butterfly
|
Short Butterfly Spread
|
Short Straddle
|
Short Strangle
|
Vertical spread
|
Volatility arbitrage
|
Debit Spread
|
Credit spread
|
Synthetic
Exotics
:
Asian
|
Lookbacks
|
Barrier
|
Binary
|
Swaptions
|
Mountain range
Valuation
:
Moneyness
|
Option time value
|
Black-Scholes
|
Black
|
Binomial
|
Stochastic volatility
|
Implied volatility
|
Net volatility
|
Local volatility
See Also:
CBOE
|
Derivatives market
|
Option Screeners
|
Option strategies
|
Pin risk
Swaps
Interest rate
|
Total return
|
Equity
|
Credit default
|
Forex
|
Cross-currency
|
Constant maturity
|
Basis
|
Variance
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