In finance, a derivative is a contract that derives its value from the performance of an underlying entity. This underlying entity can be an asset, index...
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general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio...
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In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark...
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Westerfield & Jordan (2010). Fundamentals of Corporate Finance (9th ed.). McGraw Hill. p. 746. "OTC derivatives statistics at end-June 2017". www.bis.org. 2017-11-02...
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In finance, a credit derivative refers to any one of "various instruments and techniques designed to separate and then transfer the credit risk" or the...
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In finance, an equity derivative is a class of derivatives whose value is at least partly derived from one or more underlying equity securities. Options...
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line graph deva Derivative (finance), a contract whose value is derived from that of other quantities Derivative suit or derivative action, a type of...
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The derivatives market is the financial market for derivatives - financial instruments like futures contracts or options - which are derived from other...
10 KB (1,153 words) - 12:08, 25 July 2024
OTC derivatives are a significant part of the world of global finance. The OTC derivatives markets grew exponentially from 1980 through 2000. This expansion...
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In mathematical finance, the Greeks are the quantities (known in calculus as partial derivatives; first-order or higher) representing the sensitivity of...
44 KB (5,398 words) - 04:57, 28 June 2024
In finance, inflation derivative (or inflation-indexed derivatives) refers to an over-the-counter and exchange-traded derivative that is used to transfer...
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An exotic derivative, in finance, is a derivative which is more complex than commonly traded "vanilla" products. This complexity usually relates to determination...
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Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to reduce risk associated...
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"Hedging volatility risk". Journal of Banking & Finance 30 (2006) 811–821 Understanding Derivatives: Markets and Infrastructure Federal Reserve Bank...
33 KB (4,324 words) - 15:46, 19 August 2024
Forward rate agreement (category Derivatives (finance))
In finance, a forward rate agreement (FRA) is an interest rate derivative (IRD). In particular it is a linear IRD with strong associations with interest...
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Quantitative analysis (finance) § Education and Financial engineering § Education, specifically re roles in quantitative finance (i.e. derivative pricing & hedging...
69 KB (5,698 words) - 08:33, 15 August 2024
Delta one (category Derivatives (finance))
of the derivative's value with respect to the underlier's price.[citation needed] Delta one trading desks are either part of the equity finance or equity...
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Haugh, Columbia University Monte Carlo techniques applied to finance, Simon Leger Derivative valuation Monte Carlo Simulation, Prof. Don M. Chance, Louisiana...
34 KB (4,057 words) - 13:49, 21 July 2023
In finance, a position is the amount of a particular security, commodity or currency held or owned by a person or entity. In financial trading, a position...
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Forward contract (redirect from Forward (finance))
transaction Derivative (finance) Forward exchange market Forward market Forward price Futures contract Hedging Non-deliverable forward Option Swap (finance) Other...
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or entity in finance who buys and sells financial instruments, such as forex, cryptocurrencies, stocks, bonds, commodities, derivatives, and mutual funds...
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Capital guarantee (category Derivatives (finance))
A capital guarantee product means that when an investor buys, or "enters", this specific structured product he is guaranteed to get back at maturity a...
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areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation...
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derivatives Commodity derivative Energy derivative Freight derivative Inflation derivative Property derivative Weather derivative Other derivatives Collateralized...
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SABR volatility model (category Derivatives (finance))
In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name...
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of government finance. An important reason governments borrow is to act as an economic "shock absorber". For example, deficit financing can be used to...
30 KB (3,340 words) - 23:36, 21 August 2024
A foreign exchange derivative is a financial derivative whose payoff depends on the foreign exchange rates of two (or more) currencies. These instruments...
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Finance refers to monetary resources and to the study and discipline of money, currency, assets and liabilities. As a subject of study, it is related...
64 KB (5,754 words) - 08:38, 20 August 2024
Exchange-traded derivative contracts are standardized derivative contracts such as futures and options contracts that are transacted on an organized futures...
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Options arbitrage (category Derivatives (finance))
Options arbitrage is a trading strategy using arbitrage in the options market to earn small profits with very little or zero risk. Traders perform conversions...
2 KB (193 words) - 23:46, 12 December 2022