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OPTIONS | ||
| Organisation | Title | Description |
| Asian options, Average Options | ||
| Glossary Asian Option | Asian Option | Definition |
| OxForex | Average Rate Options (FX) | Definition, example |
| ifci | Average Price or Rate Option (APO, ARO) | Definition |
| Investment.Com | Asian Option | Definition |
| Investor Words investing glossary dictionary of investment terms | InvestorWords investing glossary dictionary of investment terms | Definition (with links to other terms) |
| In-The-Money - derivatives, futures, options, derivatives, options | Asian Option | Definition with link to another calculator |
| HKEx | Option calculator | Calculator (not specific for certain models) |
| MathFinance | Option Calculator | Calculator (with different models) |
| KBC Financial Derivatives (OptionLab) | Asian Option | Calculator |
| Solution133.com | Asian Option | Calculation (FAS 133) |
| CSIRO Australia | Asian Option | Formula |
| San-Lin Chung, Mark Shackleton, Rafal Wojakowski, University of Lancaster | Efficient quadratic approximation of floating strike Asian option values | Research Paper |
| Michael Schröder, Universität Mannheim | On The Valuation of Arithmetic-Average Asian Options: Integral Representations | Research Paper |
| RPF-249, Research Program in Finance Working Papers, University of California at Berkeley | A Variable Reduction Technique for Pricing Average-Rate Options | Research Paper |
| THE WHARTON FINANCIAL INSTITUTIONS CENTER | An Asian Option Approach to the Valuation of Insurance Futures Contracts | Research Paper |
| F J Vazquez-Abad and D Dufresne, Department of Economics, University of Melbourne | Accelerated simulation for pricing Asian Options | Research Paper |
| D Dufresne, Department of Economics, University of Melbourne | An affine property of the reciprocal Asian Option process | Research Paper |
| Stephen A. Easton, The Australian Graduate School of Management | Valuing Bonds with Embedded Average Price Options | Abstract |
| NAG The Numerical Algorithms Group | Pricing continuous and discrete Asian option | Case Study 10, December 1998 |
| Equity Analytics, Ltd | Nikkei 225 Stock Average Futures and Options Contract Specifications | n.a. |
| Saddle River Futures Trading Group | Traded Average Price Options | n.a. |
| Binary Options, Digital Options, All-or-nothing Options | ||
| Contingency Analysis | Glossary Binary Option | Definition |
| In-The-Money - derivatives, futures, options, derivatives, options | Binary Option | Definition with link to another calculator |
| ifci | Binary Option | Definition |
| Dr. Arlyn R. Rubash | Binary Option | Definition |
| n.a. | Digital Options | Definition |
| Giulio M. Occhionero | Successful Trading of Digital Options | Example |
| Working Papers in Economics | Exploding hedging errors for digital options | Working Paper |
| Barrier Options, Trigger Options, Limit Options, Knout-in Options (Down-and-in, Up-and-in), Knout-out Options (Down-and-out, Up-and-out) | ||
| DERIVATIVES R US | DERIVATIVES R US - Barrier Options V1, N20 | Definition (fully explained, with example) |
| In-The-Money - derivatives, futures, options, derivatives, options | Barrier Option | Definition with link to other calculators |
| OzForex | Knock In Options | Definition,example |
| OzForex | KnockOut Options | Definition,example |
| ifci | Barrier Option | Definition |
| Contingency Analysis | Glossary Barrier Option | Definition |
| n.a. | FX Knock-In Options | Definition |
| n.a. | FX Knockout Options | Definition |
| Vector Enumeration Programs, version 3.04 | Limit Options | Definition |
| CSIRO Australia | Two Assets Barrier Option | Formula |
| KBC Financial Derivatives (OptionLab) | Barrier Option | Calculator |
| Klaus Bjerre Toft and Changneng Xuan, IAFE | How Well Can Barrier Options Be Hedged by a Static Portfolio of Standard Options? | Journal of Financial Engineering Abstracts of Papers in Recent Issues |
| Lookback Options | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Lookback Option | Definition with link to another calculator |
| IntradayTrader.com | Lookback Option | Definition |
| ifci | Lookback Option | Definition |
| n.a. | Lookback Options | Definition |
| CSIRO Australia | Lookback Option | Formula |
| Chrysolite.com online option pricer -- rubric | LookBack Option | Model Description |
| KBC Financial Derivatives (OptionLab) | Lookback Option | Calculator |
| DerivativesModels.com | LookBack Option | Calculator |
| Rainbow Options, Multi Asset Options (Better-off, Worse off, Outperformance, and Max-min Options) | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Rainbow Option | Definition |
| ifci | Rainbow Option | Definition |
| Solution133.com | Rainbow Option | Calculation (FAS 133) |
| Department of
Economics Lund University, Hans Bystrom |
Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts | Working paper |
| Parisian Options | ||
| CSIRO
Australia |
Parisian Option | Formula |
| Oxford Financial Research Centre | Parisian Option | Research Paper |
| International
Journal of Theoretical and Applied Finance Vol. 2, No. 1 (1999) 1-16 |
PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD | Research Paper |
| Rich Haber, Philipp Schonbucher and Paul Wilmott | Parisian Options (pdf zip) | Working Paper |
| ECMI NEWSLETTER | Parisian Options | Case Example |
| Vanilla Options | ||
| OzForex | Calls/Puts | Definition, example |
| Forex Directory | Fx Vanilla Currency Option Glossary | Definition |
| WallStreetView.com | Vanilla Option | Definition |
| HKEx | Common Option Strategies Overview | Option Strategies |
| www.aadsoft.com | Volatility strategies | Option Strategies |
| www.aadsoft.com | Directional trading strategies | Option Strategies |
| www.aadsoft.com | Hedging strategies | Option Strategies |
| ifci | Trading Strategies | Option Strategies |
| ifci | Hedging | Option Strategies |
| Solution133.com | Vanilla Option | Calculation FAS (133) |
| Wolfarm Research | Vanilla European Option Calculator | Calculator |
| Wingate Financial Engineering Pty Ltd | Vanilla option Monte Carlo demonstration | Calculator, notes, graph |
| Shout Options | ||
| n.a. | Shout Options | Definition |
| KBC Financial Derivatives (OptionLab) | Shout Option | Calculator |
| Others | ||
|
TheOpt!™The Option Pricing Tool™ |
TheOpt! - The Option Pricing Tool | Calculator (free software) |
| Snowgold | Snowgold Option Calculator | Calculator (free software and, graph) |
|
SWAPS | ||
| Organization | Title | Description |
| Interest Rate Swap | ||
| Green Interest Rate Swap Management | What is an interest rate swap? | Definition, introduction |
| In-The-Money - derivatives, futures, options, derivatives, options | Plain-vanilla interest rate swap | Definition |
| ifci | Interest Rate Swap | Definition |
| Rupp's Insurance & Risk Management Glossary | interest rate swap | Definition |
| Fleet | Interest Rate Swap | Definition |
| CREDIT SUISSE | CREDIT SUISSE - Interest rate swap | Definition |
| Numa.com | Interest rate swap | Definition |
| Financial Pipeline | Interest Rate Swap | Definition |
| Mellon Corp-Inst Risk Management | Interest Rate Swap | Definition |
| n.a. | Interest Rate Swaps | Definition, example |
| HSBC | Interest Rate Swap | Definition, example |
| Structured
Corporate Finance Derivatives Practice Advanced Project Finance Case - Contest |
Interest Rate Swaps | Definition, example |
| Internet International Securities Education Corporation | Interest Rate Swap | Tutorial |
| American City Business Journals Inc | Interest rate swap can be useful for corporate borrower | News |
| The Economics Times | Feb 27 2001 FINANCE ICICI ends interest rate swap with HSBC | News |
| The Times of India | Asian currency swap plan could progress at ADB meet | News |
| IDG.net | First Internet interest rate swap executed | News |
| UNBC | Interest rate & currency swaps | Example |
| UNBC | Structure and Pricing of an Interest Rate Swap | Example |
| UNBC | Bombardier - interest rate swap example | Example |
| AIB Corporate & Commercial Treasury | Interest-Rate Swaps (IRS) for cash managers | Example |
| AIB Corporate & Commercial Treasury | Interest Rate Swaps (IRS) for borrowers | Example |
| Dr.Niranjan Tripathy, FIREL Department, University of North Texas | Interest Rate Swaps: 1, 2, 3, 4, 5, 6 | Example |
| Kent
Saunders Clemson University |
The Interest Rate Swap: Theory and Evidence | Working paper, abstract |
| Mark
Grinblatt University of California at Los Angeles |
An Analytic Solution for Interest Rate Swap Spreads | Working paper, abstract |
| Marti Subrahmanyam,
Young Eom and Jun Uno New York University, Yonsei University and Japan OptiMark Systems, Inc. |
The International Linkage of Interest Rate Swap Spreads: The Yen-Dollar Markets | Working paper, abstract |
| NYU Salomon Center | Credit risk and the Pricing of Japanese Yen Interest Rate Swap | Working paper abstract |
| Federal Reserve Bank of Atlanta | Interest Rate Swaps and Economic Exposure | Working paper |
| Darrell Duffie and
Kenneth Singleton Stanford University and Stanford University |
An Econometric Model of the Term Structure of Interest-Rate Swap Yields | Research paper , abstract |
| Hans Algera, Hogeschool voor Economische Studies, International School of Economics Rotterdam | The Use of Interest Rate Swaps, A challenging Management Tool | Case Study |
| gtnews article | Guide to regional currency hedging, including risk identification and suggested derivative tools | Case Study |
| Currency Swap, Currency Coupon Swap | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Currency swap | Definition |
| Rupp's Insurance & Risk Management Glossary | Currency swap | Definition |
| Mellon Corp-Inst Risk Management | Cross Currency Swap | Definition |
| Fleet | Cross-Currency Swap | Definition |
| ifci | Currency Swap | Definition |
| Finance-Glossary.com | Currency swap | Definition |
| Structured
Corporate Finance Derivatives Practice Advanced Project Finance Case - Contest |
Currency Swap | Definition, example |
| Financial Pipeline | Currency Swap | Definition |
| Equity Analytics, Ltd | Futures Currency Swaps -The Very Basics | Definition |
| n.a. | CROSS CURRENCY SWAP | Definition, example |
| HSBC | Cross Currency Swap | Definition, example |
| UNBC | US Dollar Currency Swap Rate Yield Curve | Example |
| Dr.Niranjan Tripathy, FIREL Department, University of North Texas | Currency Swap Agreement: 1, 2, 3 | Example |
| AIB Corporate & Commercial Treasury | Cross Currency Interest Rate Swaps for borrowers | Example |
| BibEc | China's Foreign Currency Swap Market | Working paper |
| The Economics Times | APR 22 2000 WORLD Asian currency swap deal may mobilize huge fund | News |
| The Times of Indian | 27 June 2000 : Currency swap market in RBI's noose | News |
| Centre for Financial Research, Cambridge University | Numerical Valuation of Cross-Currency Swaps and Swaptions | Research paper |
| DERIVATIVES R US | Currency Swaps | Research paper |
| FinanceWise | Currency Swaps Primer | Report |
| Commodity Swap | ||
| ifci | Commodity Swap | Definition |
| WallStreetView.com | Commodity Swap | Definition |
| Financial Pipeline | Commodity Swaps | Definition |
| GEORG SCHOKLITSCH | Commodity Swap | Definition |
| Structured
Corporate Finance Derivatives Practice Advanced Project Finance Case - Contest |
Equity Swap | Definition |
| DERIVATIVES R US | Commodity Swaps | Research paper |
| Equity Swap, Equity-linked Swap | ||
| In-The-Money - derivatives, futures, options, derivatives, options | Equity swap | Definition |
| Mellon Corp-Inst Risk Management | Equity Swap | Definition |
| Financial Pipeline | Equity Swap | Definition |
| ifci | Equity Swap | Definition |
| Campbell R. Harvey's Hypertextual Finance Glossary | Equity Swap | Definition |
| internet.com | BroadcastAmerica Makes Unusual Equity | News |
| E-BUSINESS ADVISOR | Examine the Equity Swap Stakes | News |
| Financial Newsletter Financial Matters | Equity-Linked Debt and Equity Swaps | Research paper |
| Don Rich, Northeastern University | A Note on the Valuation and Hedging of Equity Swaps | Research paper, abstract |
| William Lin, Boston
University |
Pricing Equity Swaps | Working paper, abstract |
| Bond Swap, Switch, Tax Swap | ¡@ | ¡@ |
| The Bond Market Association | What Is a Bond Swap? | Definition |
| The Syndicate Your Financial Homepage | The Anatomy of a Bond Swap | Definition |
| Piper Jaffray | Bond Strategies | Definition |
| n.a. | Bond (Tax) Swap | Definition |
| Invest FAQ | Tax Code:Tax Swaps | Definition, example |
| HKSAR | Mortgage & Bond Asset Swap Programme Signing Ceremony with DHB | News |
| TaiwanNewEconomy |
Convertible Cooperate Bond, Bond Swap Warrant Open to Foreigners |
News |
| THE JAPAN LAWLETTER | 1/84 BOND SWAP DEALS TO BE LIBERALIZED. | News |
| Yahoo | Argentine stocks close higher, applauding bond swap | News |
| Yahoo | Argentine stocks up, cheered by bond swap | News |
| BradyNet, Inc. | Principal points of the proposed bond swap | n.a. |
| The Bond Market Association | Why You Would Consider Swapping | Guide |
| The Bond Market Association | Some Important Rules for Tax Swapping | Guide |
| Bonds/Fixed Income | Should You Do a Tax Swap? | Article |
| OTC Derivatives | ||
| Brown & Wood | What Is a SWAP? | Definition |
| Ueda Harlow, Ueda Butler (Treasury Services) | What is Derivatives? | Comparision |
| Bob Jensen, Trinity University | The Theory of Interest Rate Swap Overhedging | Working paper |
| Richard Briffett, Emory Law School Tax Server | AN INTRODUCTION TO DERIVATIVE INSTRUMENTS | Definition, pricing |
| ACCA | SWAPS By Stewart Maugham, lecturer, writer and consultant in financial managment. Relevant to paper 14 | Definition, example (very useful) |
|
Bruce Collins, Ph.D., Associate Professor of Finance, Western Connecticut State University |
THE USE OF OTC DERIVATIVES IN EQUITY INVESTMENT STRATEGIES | Research paper |
| Tilburg University, Center for Economic Research | Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis | Research paper |
| ISDA | ISDA | n.a. |
| LIFFE | Calculator - Swapnote.xls | Calculator |