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...

general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk and portfolio...

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...

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...

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...

OTC derivatives are a significant part of the world of global finance. The OTC derivatives markets grew exponentially from 1980 through 2000. This expansion...

In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark...

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

The derivatives market is the financial market for derivatives - financial instruments like futures contracts or options - which are derived from other...

line graph deva Derivative (finance), a contract whose value is derived from that of other quantities Derivative suit or derivative action, a type of...

In mathematical finance, the Greeks are the quantities (known in calculus as partial derivatives; first-order or higher) representing the sensitivity of...

Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to reduce risk associated...

"Hedging volatility risk". Journal of Banking & Finance 30 (2006) 811–821 Understanding Derivatives: Markets and Infrastructure Federal Reserve Bank...

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...

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...

derivatives Commodity derivative Energy derivative Freight derivative Inflation derivative Property derivative Weather derivative Other derivatives Collateralized...

Haugh, Columbia University Monte Carlo techniques applied to finance, Simon Leger Derivative valuation Monte Carlo Simulation, Prof. Don M. Chance, Louisiana...

In finance, inflation derivative (or inflation-indexed derivatives) refers to an over-the-counter and exchange-traded derivative that is used to transfer...

transaction Derivative (finance) Forward exchange market Forward market Forward price Futures contract Hedging Non-deliverable forward Option Swap (finance) Other...

areas which may include derivative structuring or pricing, risk management, investment management and other related finance occupations. The occupation...

Exchange-traded derivative contracts are standardized derivative contracts such as futures and options contracts that are transacted on an organized futures...

or entity in finance who buys and sells financial instruments, such as forex, cryptocurrencies, stocks, bonds, commodities, derivatives, and mutual funds...

Derivatives law is the area of law governing derivatives. It is associated with principles of contract law, and practitioners must also have a good understanding...

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...

Quantitative analysis (finance) § Education and Financial engineering § Education, specifically re roles in quantitative finance (i.e. derivative pricing & hedging...

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...

of government finance. An important reason governments borrow is to act as an economic "shock absorber". For example, deficit financing can be used to...

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

convexity in finance. Convexity was based on the work of Hon-Fei Lai and popularized by Stanley Diller. Duration is a linear measure or 1st derivative of how...

In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. The name...