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116 relations: Ancient Greece, Area yield options contract, Asset, Binomial options pricing model, Black model, Black Monday (1987), Black–Scholes model, Bond (finance), Bond credit rating, Bond option, Butterfly (options), Buy-write, Call option, Callable bull/bear contract, CBOE S&P 500 BuyWrite Index, CBOE S&P 500 PutWrite Index, Chicago Board Options Exchange, Clearing house (finance), Closed-form expression, Computational complexity theory, Convertible bond, Covered call, Crank–Nicolson method, David R. Henderson, Delta neutral, Derivative (finance), Dilutive security, Discounting, Employee stock option, Eurex Exchange, Euronext, Exchange (organized market), Exercise (options), Expected value, Expiration (options), Explicit and implicit methods, Finance, Financial instrument, Finite difference method, Finite element method, Fischer Black, Futures contract, Futures exchange, Greeks (finance), Hagen Kleinert, Hedge (finance), Heston model, Implied volatility, Interest rate derivative, International Securities Exchange, ..., Iron condor, Itô's lemma, John Carrington Cox, Journal of Financial Economics, Journal of Political Economy, Lattice model (finance), LEAPS (finance), Liberty Fund, Line of credit, Louis Bachelier, Mark Rubinstein, Mary II of England, Mathematical model, Monte Carlo method, Mortgage loan, Myron Scholes, Nobel Memorial Prize in Economic Sciences, Nobel Prize, NYSE American, NYSE Arca, Olive, Option (finance), Option contract, Option style, Option symbol, Options Clearing Corporation, Options strategy, Over-the-counter (finance), Partial differential equation, Philadelphia Stock Exchange, Pin risk (options), PnL Explained, Prepayment of loan, Price discovery, Principles of Corporate Finance, Protective put, Put option, Put–call parity, Real estate, Real options valuation, Risk neutral preferences, Robert C. Merton, Secondary market, Settlement (finance), Short (finance), Short-rate model, Spot contract, Stephen Ross (economist), Stochastic calculus, Stochastic volatility, Stock market index option, Stock option return, Straddle, Strangle (options), Strike price, Sveriges Riksbank, Swap (finance), Swaption, Term sheet, Thales of Miletus, Trinomial tree, Underlying, Volatility (finance), Volatility smile, William III of England, XVA. Expand index (66 more) »
Ancient Greece
Ancient Greece was a civilization belonging to a period of Greek history from the Greek Dark Ages of the 13th–9th centuries BC to the end of antiquity (AD 600).
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Area yield options contract
An area yield options contract is a contract entitling the holder to receive a payment when the area yield is below the put or above the call option strike yield.
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Asset
In financial accounting, an asset is an economic resource.
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Binomial options pricing model
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.
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Black model
The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model.
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Black Monday (1987)
In finance, Black Monday refers to Monday, October 19, 1987, when stock markets around the world crashed.
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Black–Scholes model
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.
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Bond (finance)
In finance, a bond is an instrument of indebtedness of the bond issuer to the holders.
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Bond credit rating
In investment, the bond credit rating represents the credit worthiness of corporate or government bonds.
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Bond option
In finance, a bond option is an option to buy or sell a bond at a certain price on or before the option expiry date.
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Butterfly (options)
In finance, a butterfly is a limited risk, non-directional options strategy that is designed to have a high probability of earning a limited profit when the future volatility of the underlying asset is expected to be lower or higher than the implied volatility when long or short respectively.
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Buy-write
The term buy-write is used to describe an investment strategy in which the investor buys stocks and writes call options against the stock position.
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Call option
A call option, often simply labeled a "call", is a financial contract between two parties, the buyer and the seller of this type of option.
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Callable bull/bear contract
A callable bull/bear contract, or CBBC in short form, is a derivative financial instrument that provides investors with a leveraged investment in underlying assets, which can be a single stock, or an index.
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CBOE S&P 500 BuyWrite Index
The CBOE S&P 500 BuyWrite Index (ticker symbol BXM) is a benchmark index designed to show the hypothetical performance of a portfolio that engages in a buy-write strategy using S&P 500 index call options.
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CBOE S&P 500 PutWrite Index
The CBOE S&P 500 PutWrite Index (ticker symbol PUT) is a benchmark index that measures the performance of a hypothetical portfolio that sells S&P 500 Index (SPX) put options against collateralized cash reserves held in a money market account.
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Chicago Board Options Exchange
The Chicago Board Options Exchange, located at 400 South LaSalle Street in Chicago, is the largest U.S. options exchange with annual trading volume that hovered around 1.27 billion contracts at the end of 2014.
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Clearing house (finance)
A clearing house is a financial institution formed to facilitate the exchange (i.e., clearance) of payments, securities, or derivatives transactions.
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Closed-form expression
In mathematics, a closed-form expression is a mathematical expression that can be evaluated in a finite number of operations.
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Computational complexity theory
Computational complexity theory is a branch of the theory of computation in theoretical computer science that focuses on classifying computational problems according to their inherent difficulty, and relating those classes to each other.
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Convertible bond
In finance, a convertible bond or convertible note or convertible debt (or a convertible debenture if it has a maturity of greater than 10 years) is a type of bond that the holder can convert into a specified number of shares of common stock in the issuing company or cash of equal value.
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Covered call
A covered call is a financial market transaction in which the seller of call options owns the corresponding amount of the underlying instrument, such as shares of a stock or other securities.
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Crank–Nicolson method
In numerical analysis, the Crank–Nicolson method is a finite difference method used for numerically solving the heat equation and similar partial differential equations.
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David R. Henderson
David R. Henderson (born November 21, 1950) is a Canadian-born American economist and author who moved to the United States in 1972 and became a U.S. citizen in 1986, serving on President Ronald Reagan’s Council of Economic Advisers from 1982 to 1984.
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Delta neutral
In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged when small changes occur in the value of the underlying security.
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Derivative (finance)
In finance, a derivative is a contract that derives its value from the performance of an underlying entity.
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Dilutive security
Dilutive securities are financial instruments like stock options, warrants, convertible bonds, etc.
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Discounting
Discounting is a financial mechanism in which a debtor obtains the right to delay payments to a creditor, for a defined period of time, in exchange for a charge or fee.
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Employee stock option
An employee stock option (ESO) is commonly viewed as a complex call option on the common stock of a company, granted by the company to an employee as part of the employee's remuneration package.
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Eurex Exchange
Eurex Exchange is an international exchange which primarily offers trading in European based derivatives and it is the largest European futures and options market.
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Euronext
Euronext NV is a European stock exchange seated in Amsterdam, Brussels, London, Lisbon, Dublin and Paris.
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Exchange (organized market)
An exchange, or bourse also known as a trading exchange or trading venue, is an organized market where (especially) tradable securities, commodities, foreign exchange, futures, and options contracts are sold and bought.
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Exercise (options)
The owner of an option contract has the right to exercise it, and thus require that the financial transaction specified by the contract is to be carried out immediately between the two parties, whereupon the option contract is terminated.
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Expected value
In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.
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Expiration (options)
In finance, the expiration date of an option contract is the last date on which the holder of the option may exercise it according to its terms.
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Explicit and implicit methods
Explicit and implicit methods are approaches used in numerical analysis for obtaining numerical approximations to the solutions of time-dependent ordinary and partial differential equations, as is required in computer simulations of physical processes.
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Finance
Finance is a field that is concerned with the allocation (investment) of assets and liabilities (known as elements of the balance statement) over space and time, often under conditions of risk or uncertainty.
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Financial instrument
Financial instruments are monetary contracts between parties.
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Finite difference method
In mathematics, finite-difference methods (FDM) are numerical methods for solving differential equations by approximating them with difference equations, in which finite differences approximate the derivatives.
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Finite element method
The finite element method (FEM), is a numerical method for solving problems of engineering and mathematical physics.
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Fischer Black
Fischer Sheffey Black (January 11, 1938 – August 30, 1995) was an American economist, best known as one of the authors of the famous Black–Scholes equation.
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Futures contract
In finance, a futures contract (more colloquially, futures) is a standardized forward contract, a legal agreement to buy or sell something at a predetermined price at a specified time in the future.
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Futures exchange
A futures exchange or futures market is a central financial exchange where people can trade standardized futures contracts; that is, a contract to buy specific quantities of a commodity or financial instrument at a specified price with delivery set at a specified time in the future.
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Greeks (finance)
In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.
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Hagen Kleinert
Hagen Kleinert (born 15 June 1941) is Professor of Theoretical Physics at the Free University of Berlin, Germany (since 1968), at the West University of Timişoara, at the in Bishkek.
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Hedge (finance)
A hedge is an investment position intended to offset potential losses or gains that may be incurred by a companion investment.
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Heston model
In finance, the Heston model, named after Steven Heston, is a mathematical model describing the evolution of the volatility of an underlying asset.
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Implied volatility
In financial mathematics, the implied volatility of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black–Scholes) will return a theoretical value equal to the current market price of the option.
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Interest rate derivative
In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates.
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International Securities Exchange
International Securities Exchange Holdings, Inc. (ISE) is a wholly owned subsidiary of American multinational financial services corporation Nasdaq, Inc..
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Iron condor
The iron condor is an option trading strategy utilizing two vertical spreads – a put spread and a call spread with the same expiration and four different strikes.
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Itô's lemma
In mathematics, Itô's lemma is an identity used in Itô calculus to find the differential of a time-dependent function of a stochastic process.
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John Carrington Cox
John Carrington Cox is the Nomura Professor of Finance at the MIT Sloan School of Management.
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Journal of Financial Economics
The Journal of Financial Economics is a peer-reviewed academic journal covering the field of finance It is considered to be one of the premier finance journals.
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Journal of Political Economy
The Journal of Political Economy is a bimonthly peer-reviewed academic journal published by the University of Chicago Press.
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Lattice model (finance)
In finance, a lattice model is a technique applied to the valuation of derivatives, where a discrete time model is required.
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LEAPS (finance)
In finance, LEAPS (an acronym for Long Term Equity Anticipation Security) are options of longer terms than other more common options.
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Liberty Fund
Liberty Fund, Inc. is a nonprofit foundation headquartered in Indianapolis, Indiana which promulgates the libertarian views of its founder, Pierre F. Goodrich through publishing, conferences, and educational resources.
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Line of credit
A line of credit is credit source extended to a government, business or individual by a bank or other financial institution.
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Louis Bachelier
Louis Jean-Baptiste Alphonse Bachelier (March 11, 1870 – April 28, 1946) was a French mathematician at the turn of the 20th century.
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Mark Rubinstein
Mark Edward Rubinstein is a leading financial economist and financial engineer.
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Mary II of England
Mary II (30 April 1662 – 28 December 1694) was Queen of England, Scotland, and Ireland, co-reigning with her husband and first cousin, King William III and II, from 1689 until her death; popular histories usually refer to their joint reign as that of William and Mary.
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Mathematical model
A mathematical model is a description of a system using mathematical concepts and language.
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Monte Carlo method
Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
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Mortgage loan
A mortgage loan, or simply mortgage, is used either by purchasers of real property to raise funds to buy real estate, or alternatively by existing property owners to raise funds for any purpose, while putting a lien on the property being mortgaged.
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Myron Scholes
Myron Samuel Scholes (born July 1, 1941) is a Canadian-American financial economist.
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Nobel Memorial Prize in Economic Sciences
The Nobel Memorial Prize in Economic Sciences (officially Sveriges riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne, or the Swedish National Bank's Prize in Economic Sciences in Memory of Alfred Nobel), commonly referred to as the Nobel Prize in Economics, is an award for outstanding contributions to the field of economics, and generally regarded as the most prestigious award for that field.
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Nobel Prize
The Nobel Prize (Swedish definite form, singular: Nobelpriset; Nobelprisen) is a set of six annual international awards bestowed in several categories by Swedish and Norwegian institutions in recognition of academic, cultural, or scientific advances.
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NYSE American
NYSE American, formerly known as the American Stock Exchange (AMEX), and more recently as NYSE MKT, is an American stock exchange situated in New York City, New York.
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NYSE Arca
NYSE Arca, previously known as ArcaEx, an abbreviation of Archipelago Exchange, is an exchange on which both stocks and options are traded.
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Olive
The olive, known by the botanical name Olea europaea, meaning "European olive", is a species of small tree in the family Oleaceae, found in the Mediterranean Basin from Portugal to the Levant, the Arabian Peninsula, and southern Asia as far east as China, as well as the Canary Islands and Réunion.
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Option (finance)
In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.
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Option contract
An option contract, or simply option, is defined as "a promise which meets the requirements for the formation of a contract and limits the promisor's power to revoke an offer." Restatement (Second) of Contracts § 25 (1981).
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Option style
In finance, the style or family of an option is the class into which the option falls, usually defined by the dates on which the option may be exercised.
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Option symbol
An option symbol is a code by which options are identified on an options exchange or a futures exchange.
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Options Clearing Corporation
Options Clearing Corporation (OCC) is a United States clearing house based in Chicago.
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Options strategy
Option strategies are the simultaneous, and often mixed, buying or selling of one or more options that differ in one or more of the options' variables.
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Over-the-counter (finance)
Over-the-counter (OTC) or off-exchange trading is done directly between two parties, without the supervision of an exchange.
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Partial differential equation
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives.
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Philadelphia Stock Exchange
Philadelphia Stock Exchange (PHLX), now known as NASDAQ OMX PHLX, is the oldest stock exchange in the United States.
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Pin risk (options)
Pin risk occurs when the market price of the underlier of an option contract at the time of the contract's expiration is close to the option's strike price.
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PnL Explained
PnL Explained also called P&L Explain, P&L Attribution or Profit and Loss Explained is a type of report commonly used by traders, especially derivatives (swaps and options) traders and produced by Product control, that attributes or explains the daily fluctuation in the value of a portfolio of trades to the root causes of the changes.
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Prepayment of loan
Prepayment is the early repayment of a loan by a borrower, in part or in full, often as a result of optional refinancing to take advantage of lower interest rates.
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Price discovery
The price discovery process (also called price discovery mechanism) is the process of determining the price of an asset in the marketplace through the interactions of buyers and sellers.
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Principles of Corporate Finance
Principles of Corporate Finance is a reference work on the corporate finance theory edited by Richard Brealey, Stewart Myers, and Franklin Allen.
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Protective put
A protective put, or married put, is a portfolio strategy where an investor buys shares of a stock and, at the same time, enough put options to cover those shares.
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Put option
In finance, a put or put option is a stock market device which gives the owner of a put the right, but not the obligation, to sell an asset (the underlying), at a specified price (the strike), by a predetermined date (the expiry or maturity) to a given party (the seller of the put).
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Put–call parity
In financial mathematics, put–call parity defines a relationship between the price of a European call option and European put option, both with the identical strike price and expiry, namely that a portfolio of a long call option and a short put option is equivalent to (and hence has the same value as) a single forward contract at this strike price and expiry.
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Real estate
Real estate is "property consisting of land and the buildings on it, along with its natural resources such as crops, minerals or water; immovable property of this nature; an interest vested in this (also) an item of real property, (more generally) buildings or housing in general.
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Real options valuation
Real options valuation, also often termed real options analysis,Adam Borison (Stanford University).
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Risk neutral preferences
In economics and finance, risk neutral preferences are preferences that are neither risk averse nor risk seeking.
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Robert C. Merton
Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes formula.
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Secondary market
The secondary market, also called the aftermarket and follow on public offering is the financial market in which previously issued financial instruments such as stock, bonds, options, and futures are bought and sold.
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Settlement (finance)
Settlement of securities is a business process whereby securities or interests in securities are delivered, usually against (in simultaneous exchange for) payment of money, to fulfill contractual obligations, such as those arising under securities trades.
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Short (finance)
In finance, a short sale (also known as a short, shorting, or going short) is the sale of an asset (securities or other financial instrument) that the seller does not own.
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Short-rate model
A short-rate model, in the context of interest rate derivatives, is a mathematical model that describes the future evolution of interest rates by describing the future evolution of the short rate, usually written r_t \,.
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Spot contract
In finance, a spot contract, spot transaction, or simply spot, is a contract of buying or selling a commodity, security or currency for immediate settlement (payment and delivery) on the spot date, which is normally two business days after the trade date.
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Stephen Ross (economist)
Stephen Alan "Steve" Ross (February 3, 1944 – March 3, 2017) was the inaugural Franco Modigliani Professor of Financial Economics at the MIT Sloan School of Management after a long career as the Sterling Professor of Economics and Finance at the Yale School of Management.
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Stochastic calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes.
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Stochastic volatility
In statistics, stochastic volatility models are those in which the variance of a stochastic process is itself randomly distributed.
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Stock market index option
Stock market index option is a type of option, a financial derivative, that is based on stock indices like the S&P 500 or the Dow Jones Industrial Average.
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Stock option return
Stock option return calculations provide investors an easy metric for comparing stock option positions.
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Straddle
In finance, a straddle refers to two transactions that share the same security, with positions that offset one another.
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Strangle (options)
In finance, a strangle is an investment strategy involving the purchase or sale of particular option derivatives that allows the holder to profit based on how much the price of the underlying security moves, with relatively minimal exposure to the direction of price movement.
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Strike price
In finance, the strike price (or exercise price) of an option is the fixed price at which the owner of the option can buy (in the case of a call), or sell (in the case of a put), the underlying security or commodity.
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Sveriges Riksbank
Sveriges Riksbank, or simply Riksbanken, is the central bank of Sweden.
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Swap (finance)
A swap is a derivative contract where two parties exchange financial instruments.
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Swaption
A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.
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Term sheet
A term sheet is a bullet-point document outlining the material terms and conditions of a business agreement.
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Thales of Miletus
Thales of Miletus (Θαλῆς (ὁ Μιλήσιος), Thalēs; 624 – c. 546 BC) was a pre-Socratic Greek philosopher, mathematician, and astronomer from Miletus in Asia Minor (present-day Milet in Turkey).
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Trinomial tree
The trinomial tree is a lattice based computational model used in financial mathematics to price options.
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Underlying
In finance, the underlying of a derivative is an asset, basket of assets, index, or even another derivative, such that the cash flows of the (former) derivative depend on the value of this underlying.
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Volatility (finance)
In finance, volatility (symbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns.
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Volatility smile
Volatility smiles are implied volatility patterns that arise in pricing financial options.
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William III of England
William III (Willem; 4 November 1650 – 8 March 1702), also widely known as William of Orange, was sovereign Prince of Orange from birth, Stadtholder of Holland, Zeeland, Utrecht, Gelderland and Overijssel in the Dutch Republic from 1672 and King of England, Ireland and Scotland from 1689 until his death in 1702.
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XVA
An X-Value Adjustment (XVA, xVA) is a generic term referring collectively to a number of different “Valuation Adjustments” in relation to derivative instruments held by banks.
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Calls and puts, Equity options, Exchange Traded Options, Futures options, Option premium, Option valuation, Options (finance), Options market, Options trader, Options trading, Options writing, Puts and calls, Share option, Share options, Stock option, Stock options, Vanilla option, Vest Date, Vest date.
References
[1] https://en.wikipedia.org/wiki/Option_(finance)
