An exotic derivative, in finance, is a derivative which is more complex than commonly traded "vanilla" products. This complexity usually relates to determination...

to transfer inflation risk from one counterparty to another. See Exotic derivatives. Typically, real rate swaps also come under this bracket, such as...

above is then made to define vanilla (or standard) IRDs and exotic IRDs; see exotic derivative. Linear IRDs are those whose net present values (PVs) are...

Credit derivative Derivatives law Equity derivative Exotic derivative Financial engineering Foreign exchange derivative Freight derivative Inflation...

or stripper Exotic derivative, a type of financial derivative Exoticism Exotica (disambiguation) All pages with titles containing Exotic This disambiguation...

exotic option is an option which has features making it more complex than commonly traded vanilla options. Like the more general exotic derivatives they...

settlement period being defined in the contract. See Exotic derivatives. Farmers can use weather derivatives to hedge against poor harvests caused by failing...

to Exotic Credit Derivatives The J.P. Morgan Guide to Credit Derivatives Archived 2007-09-28 at the Wayback Machine History of Credit Derivatives, Financial-edu...

asset, such as natural gas, crude oil, or electricity. Energy derivatives are exotic derivatives and include exchange-traded contracts such as futures and...

the form of currency (forex); debt (bonds, loans); equity (shares); or derivatives (options, futures, forwards). International Accounting Standards IAS...

price movements of a property index. See Exotic derivative. The only index used for writing property derivative contracts in the UK are the various property...

television series about the life of former zookeeper and convicted felon Joe Exotic. The first season was released on Netflix on March 20, 2020. A second season...

valuation for discussion, and for the math, Bond valuation. The most common derivative on corporate bonds are called credit default swaps (CDS) which are contracts...

future Exotic derivatives Commodity derivative Energy derivative Freight derivative Inflation derivative Property derivative Weather derivative Other derivatives...

Exchange in 2014. SuperDerivatives Inc. was founded in 2000 by Dr. David Gershon, previously global head of exotic derivatives at Barclays Capital in...

future Exotic derivatives Commodity derivative Energy derivative Freight derivative Inflation derivative Property derivative Weather derivative Other derivatives...

future Exotic derivatives Commodity derivative Energy derivative Freight derivative Inflation derivative Property derivative Weather derivative Other derivatives...

derivatives. Similarly, and in parallel, models were developed for various other underpinnings and applications, including credit derivatives, exotic...

volatility model, which attempts to capture the volatility smile in derivatives markets. The name stands for "stochastic alpha, beta, rho", referring...

making. Taleb, Nassim Nicolas (1997). Dynamic Hedging: Managing Vanilla and Exotic Options. New York: John Wiley & Sons. ISBN 978-0-471-15280-4. John L. Knight...

component. In mathematical finance, the asset St that underlies a financial derivative is typically assumed to follow a stochastic differential equation of the...

the model is to value somewhat more exotic derivatives such as bermudan swaptions on a lattice, or other derivatives in a multi-currency context such as...

the rate shave began to rise. Accumulator Credit derivative Derivative (finance) Exotic derivatives Structured finance Structured note Equity-linked note...

calculation of their "Greeks" Other derivatives, especially interest rate derivatives, credit derivatives and exotic derivatives Modeling the term structure of...

commonly serves as a starting reagent for the production of other derivatives. Exotic derivatives may have very different extinction coefficients, but others...

but most substitutions occur at the hydroxyl moieties, allowing exotic derivatives with myriad properties. The most recent advances in rheology modifiers...

A credit-linked note (CLN) is a form of funded credit derivative. It is structured as a security with an embedded credit default swap allowing the issuer...

In an area of mathematics called differential topology, an exotic sphere is a differentiable manifold M that is homeomorphic but not diffeomorphic to the...

uniform notation for differentiation. Instead, various notations for the derivative of a function or variable have been proposed by various mathematicians...

interest rates. It is used for pricing interest rate derivatives, especially exotic derivatives like Bermudan swaptions, ratchet caps and floors, target...