User:Dockimble/Books/Financial Derivatives

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Financial Derivatives[edit]

Risk Management in Finance[edit]

Introduction: Financial risk; Financial risk management; Derivative
Forwards, Futures and Options: Underlying; Short; Long; Forwards; Futures; Options; Call option; Put option; Strike price; Expiration
Interest and Yield: Risk-free interest rate; Basis point; London Interbank Offered Rate; Continuous Compounding; Yield curve; Yield spread; Mortgage yield; Z-spread; Yield spread premium; Option-adjusted spread
The Players: Hedger; Speculator; Arbitrageur; Intermediary; Contrarian Investor
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
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
Forwards and Futures: Forward market; Forward price; Forward rate; Contango; Normal backwardation; Single-stock futures; Financial future; Currency future
Options: Basis; Callable bull/bear contract; Contingent value rights; Bond option; Warrant; Option screener; Reverse convertible securities
Options Style: Option style; Asian option
Embedded Options: Callable bond; Puttable bond; Exchangeable bond; Convertible bond
Traders: Seasonal Trader; Day trading; Noise trader; Trader; Stock trader; Scalping; Predatory lending
Arbitrage: Arbitrage; Volatility arbitrage; Options arbitrage
Intermediaries: Broker-dealer; Disintermediation; Mortgage broker; Direct Access Broker; Market maker
Derivatives Markets: Futures exchange; Margin; Open Interest; Spread trade; Bid-offer spread; Over-the-counter; Electronic trading; Algorithmic trading; Commodity market; Correlation trading
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; Asset-backed security; Mortgage-backed security
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; Computation of Interest; Basis swap; Range accrual; Overnight indexed swap
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
Option Strategies: Covered call; Naked put; Straddle; Butterfly; Collar; Iron condor; Strangle
Options Spread: Options spread; Bull spread; Box spread; Backspread; Calendar spread; Ratio spread; Vertical spread; Credit Spread; Debit spread
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
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; Equity derivative; Fund derivative; Inflation derivatives; Real estate derivatives; Synthetic position
More on Risks: Market Risk; Liquidity risk; Systemic risk; Systematic risk; Basis risk
Regulation: Financial regulation; US Federal Reserve; U.S. Securities and Exchange Commission; Securities and Exchange Board of India; Forward Markets Commission (India); Freddie Mac
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
Referencer: Investor; Securitization; Trend following; Real options analysis; Technical analysis; Value investing; Growth investing; Quantitative analyst; Securities lending; Dirty price; Financial instrument; Mark-to-market accounting; Leverage; Hedge fund; Stock market cycles; Chart pattern; Information cascade; Wash trade; Bond duration; Delta One; Power reverse dual currency note