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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