Category:Derivatives (finance)
Subcategories
This category has the following 10 subcategories, out of 10 total.
Pages in category "Derivatives (finance)"
The following 200 pages are in this category, out of approximately 218 total. This list may not reflect recent changes.
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- Calendar spread
- Callable bull/bear contract
- Capital guarantee
- Cash flow hedge
- Cashflow matching
- CDO-Squared
- Chain of Blame
- Chan–Karolyi–Longstaff–Sanders process
- China Stock Index Futures
- Green bond
- CME Group
- Collateralized debt obligation
- Commodity index fund
- Commodity market
- Commodity price index
- Commodity tick
- Commodore option
- Conditional variance swap
- Condor (options)
- Constant elasticity of variance model
- Constant maturity credit default swap
- Constant proportion debt obligation
- Constant proportion portfolio insurance
- Container Freight Swap Agreement
- Contango
- Contingent claim
- Contract for difference
- Convexity correction
- Correlation swap
- Correlation trading
- Cost of carry
- Counterparty
- Counterparty credit risk
- Credit default swap index
- Credit derivative
- Credit spread curve
- Crush spread
- CS01
- Currency future
D
E
F
- FASB 133
- Financial instrument
- Financial Market Infrastructure Act
- Fixed bill
- Foreign exchange derivative
- Foreign exchange hedge
- Foreign exchange option
- Forward commitment
- Forward contract
- Forward rate agreement
- Forward freight agreement
- Forward price
- Forward start option
- Forward-forward agreement
- FTSE MTIRS Index
- Fuel hedging
- Fund derivative
- Fundamental analysis
- Futures contract
H
I
- IAS 39
- ICE Clear Credit
- IFRS 4
- IFRS 9
- Imarex
- IMM dates
- Implied volatility
- Inflation derivative
- Inflation swap
- Intellidex
- Interest rate cap and floor
- Interest rate derivative
- Interest rate future
- Interest rate option
- Interest rate swap
- Intermarket spread
- International Securities Lending Association
- International Swaps and Derivatives Association
- Intrinsic value (finance)
- Iron butterfly (options strategy)
- ITraxx
- IVX
K
O
P
R
S
- SABR volatility model
- Seasonal spread trading
- Short-term European paper
- Single-stock futures
- SKEW
- Snowball (finance)
- SOFR Academy
- SPI 200 futures contract
- Spoofing (finance)
- Sports ticket derivative
- Spread option
- Standardized approach (counterparty credit risk)
- STIRT
- Stochastic volatility
- Stock market index future
- Stock market index option
- Strangle (options)
- Strike price
- Structured note
- Swap (finance)
- Swap Execution Facility
- Synthetic bond
- Synthetic CDO
- Synthetic position