Template:Derivatives market

v • d • e Derivatives market

Derivative (finance)

Options	Terms: Strike price · Expiration · Volatility · Open interest · Pin risk Vanilla options: Option styles · Call · Put · Warrants · Fixed income · Employee stock option · FX Exotic options: Asian · Lookback · Barrier · Binary · Swaption · Mountain range Options strategies: Covered call · Naked put · Collar · Straddle · Strangle · Butterfly · Iron condor Options spreads: Bull spread · Bear spread · Calendar spread · Vertical spread · Debit spread · Credit spread Valuation of options: Moneyness · Option time value · Put-call parity · Black-Scholes · Black · Binomial · Simulation

Swaps	Interest rate swap · Total return swap · Equity swap · Credit default swap · Forex swap · Currency swap · Constant maturity swap · Basis swap · Volatility swap · Variance swap

Other derivatives	Credit derivative · Equity derivative · Interest rate derivative · Inflation derivatives