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Black-Scholes

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on October 28, 2008 at 11:07:30 pm

Table of Contents:

Definition from Wikipedia
External Links
More Wikipedia links

Definition from Wikipedia

see: http://en.wikipedia.org/wiki/Black-Scholes

External Links

More Wikipedia links

Derivatives market
Derivative (finance)
Options	Terms: Strike price · Expiration · Open interest · Pin risk Vanilla options: Option styles · Call · Put · Warrants · Fixed income · Employee stock option · FX Exotic options: Asian · Lookback · Barrier · Binary · Swaption · Mountain range Options strategies: Covered call · Naked put · Collar · Straddle · Strangle · Butterfly Options spreads: Bull spread · Bear spread · Calendar spread · Vertical spread · Debit spread · Credit spread Valuation of options: Moneyness · Option time value · Put-call parity · Black-Scholes · Black · Binomial
Swaps	Interest rate swap · Total return swap · Equity swap · Credit default swap · Forex swap · Currency swap · Constant maturity swap · Basis swap · Volatility swap · Variance swap
Other derivatives	Credit derivative · Equity derivative · Interest rate derivative · Inflation derivatives

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