User:Dockimble/Books/Financial Derivatives

Risk Management in Finance

 * 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