Content preview from Key Financial Market Concepts, 2nd Edition
Options
- Calls and Puts
- The Black and Scholes Pricing Model
- Historic Volatility and Implied Volatility
- Binomial Pricing Model
- The Put/Call Parity
- Cap, Floor, Collar and Zero-cost Option
- Break Forward, Range Forward and Participation Forward
- Option Trading Strategies: Straddle, Strangle, Spread, Butterfly, Condor, Ratio Spread and Risk Reversal
- Barrier Options: Knock-out Option and Knock-in Option
- Credit Derivatives, CDS, Synthetic CDO and First-to-default Baskets
- The ‘Greeks’: Delta, Gamma, Vega, Theta and Rho
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Publisher Resources
ISBN: 9780273750123