Index
A
American style
Arbitrage
Arbitrage pricing theory (APT)
Asian options
Asset-or-nothing option
Ask price
Asset allocation
Strategic (SAA)
Tactical (TAA)
Asset class
Asset/liability management (ALM)
Asset management
Asymmetric risk profile
At-the-money
Average options
B
Backward induction
Backwardation
Bank for International Settlements (BIS)
Barrier options
Basis
Basis risk
Basket certificates
Bear spread
Benchmark
Beta
Bid price
Bid/ask spread
Binomial model
Black-Scholes model
Bonus certificates
Break-even
Bull spread
Butterfly spread
Buy-and-hold strategy
C
Call option
Cap
Capital asset pricing model (CAPM)
Capital protection products
Cash flow
Cash settlement
Cash-and-carry arbitrage
Cash-or-nothing option
Certificates
Clearing house
Close out
Co-lead manager
Commodities
Composite
Conditional capital protection
Conditional financial contracts
Confidence interval
Contago
Convenience yield
Convertible bond
Core
Core portfolio
Core/satellite approach
Corporate governance
Correlation
Cost-of-carry
Counterparty risk
Covariance
Covered call writing
Credit rating
Currency risk
D
Debtor
Delta
Delta hedging
Derivative financial products
Interest rate differential
Digital options
Discount
Discount certificates
Diversification
Dividend
Down factor
Down-and-in call option
Down-and-out call option
Down-and-out put option
Dynamic replication
E
Economies of scale
Efficient frontier
Equity exposure
European style
Exchange-traded funds
Exercise price
Exotic options
Expiration
Exposure ...
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