Category:Options (finance)
Subcategories
This category has the following 6 subcategories, out of 6 total.
Pages in category "Options (finance)"
The following 130 pages are in this category, out of 130 total. This list may not reflect recent changes.
B
- Bachelier model
- Backspread
- Barone-Adesi and Whaley
- Barrier option
- Basket option
- Bear spread
- Binary option
- Binomial options pricing model
- Bjerksund and Stensland
- Black model
- Black–Derman–Toy model
- Black–Scholes model
- Black's approximation
- Bond option
- Boston option
- Box spread
- Bull spread
- Butterfly (options)
C
- Calendar spread
- Call option
- Callable bond
- Callable bull/bear contract
- Carr–Madan formula
- CBOE DJIA BuyWrite Index
- CBOE S&P 500 BuyWrite Index
- CBOE S&P 500 PutWrite Index
- Chan–Karolyi–Longstaff–Sanders process
- Chicago Board Options Exchange
- Chicago Options Associates
- Chooser option
- Cliquet option
- Collar (finance)
- Commodore option
- Compound option
- Condor (options)
- Constant elasticity of variance model
- Covered option
- Covered warrant
- Credit default option
- Credit spread (options)