Category:Options (finance)
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Here is a list of articles in the category Options (finance) of the Finance portal.
Pages in category "Options (finance)"
The following 126 pages are in this category, out of 126 total.
- Option (finance)
- Option naming convention (finance)
A
- Area yield options contract (finance)
- Ascot (finance)
- Asian option (finance)
B
- Backspread (finance)
- Barone-Adesi and Whaley (finance)
- Barrier option (finance)
- Basket option (finance)
- Bear spread (finance)
- Binary option (computing)
- Binomial options pricing model (computing)
- Bjerksund and Stensland (finance)
- Black model (finance)
- Black's approximation (finance)
- Black–Derman–Toy model (finance)
- Black–Scholes model (computing)
- Bond option (finance)
- Box spread (options) (finance)
- Bull spread (finance)
- Butterfly (options) (finance)
- Buy-write (finance)
C
- Calendar spread (finance)
- Call option (finance)
- Callable bond (finance)
- Cash or share option (finance)
- CBOE DJIA BuyWrite Index (finance)
- CBOE S&P 500 BuyWrite Index (finance)
- CBOE S&P 500 PutWrite Index (finance)
- Chicago Options Associates (company)
- Chooser option (finance)
- Cliquet option (finance)
- Collar (finance)
- Commodore option (finance)
- Compound option (finance)
- Constant elasticity of variance model (finance)
- Covered call (finance)
- Covered warrant (finance)
- Credit default option (finance)
- Credit spread (options) (finance)
D
- Dealer equity option (finance)
- Debit spread (finance)
- Derivative and Commodity Exchange Nepal Ltd. (company)
- Diagonal spread (finance)
- Double digital option (finance)
E
- Edgeworth binomial tree (finance)
- Employee stock option (finance)
- Equity derivative (finance)
- Exercise (options) (finance)
- Exotic option (finance)
- Expiration (options) (finance)
F
- Fence (finance)
- Finite difference methods for option pricing (computing)
- Foreign exchange option (finance)
- Fugit (finance)
- Funding Options (company)
G
- Garman-Kohlhagen model (finance)
- Greeks (finance)
- Greenspan put (finance)
H
- Heston model (finance)
I
- Implied binomial tree (finance)
- Implied trinomial tree (finance)
- Incentive stock option (finance)
- Interest rate guarantee (finance)
- Intermarket Spread (finance)
- Iron butterfly (options strategy) (finance)
- Iron condor (finance)
J
- Jade Lizard (finance)
- Jump diffusion (computing)
K
- Kansas City Board of Trade (organization)
- Korn–Kreer–Lenssen model (computing)
L
- Lattice model (finance)
- LEAPS (finance)
- Lookback option (finance)
- Low Exercise Price Option (finance)
M
- Margrabe's formula (finance)
- Moneyness (finance)
- Monte Carlo methods for option pricing (computing)
- Mountain range (options) (finance)
N
- Naked call (finance)
- Naked put (finance)
- Net volatility (finance)
O
- Option screener (finance)
- Option style (finance)
- Option symbol (computing)
- Option time value (finance)
- Options arbitrage (finance)
- Options backdating (finance)
- Options broker (finance)
- Options spread (finance)
- Options strategy (computing)
P
- Phantom stock (finance)
- Pin risk (options) (finance)
- Plain vanilla (finance)
- Protective put (finance)
- Pull to par (finance)
- Put option (finance)
- Put–call parity (finance)
- Puttable bond (finance)
R
- Rainbow option (finance)
- Range accrual (finance)
- Ratio spread (finance)
- Real options valuation (finance)
- Reverse greenshoe (finance)
- Risk reversal (finance)
- Roll-Geske-Whaley (finance)
S
- SABR volatility model (finance)
- Singapore Mercantile Exchange (finance)
- SKEW (finance)
- Spread option (finance)
- Stochastic volatility (finance)
- Stock appreciation right (finance)
- Stock option return (finance)
- Straddle (finance)
- Strangle (options) (finance)
- Strike price (finance)
- Swaption (finance)
- Synthetic position (finance)
T
- Timer Call (finance)
- Trinomial tree (computing)
- Turbo warrant (finance)
V
- Valuation of options (finance)
- Vertical spread (finance)
- Volatility arbitrage (finance)
- Volatility smile (finance)
W
- Warrant (finance)