Derivatives & Options
Contracts whose value is derived from an underlying — options, futures, forwards, swaps, structured notes — including their pricing, hedging, and risk decomposition.
Details
- icon: function
- color: #6EB0E2
- child categories: options, futures, swaps, credit-derivatives, structured-products
- key concepts: Black-Scholes, Greeks, implied volatility, delta-hedging, variance swap, skew, term-structure
- core questions: How is an option priced under the Black-Scholes model?, What are the Greeks and how are they used in hedging?, What is the volatility surface and why does the smile exist?, How does a variance swap differ from an option?, What is the difference between a CDS and a TRS?
- related categories: quantitative-finance, risk-management, trading-execution
- term count: 162