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Q4867579 - Basis swap
Searching link targets on 2 Wikipedias...
| Item | Label [en] | Wikilabels | Link # |
|---|---|---|---|
Q4747791 [CC |  ] | amortising swap | Amortising swap | 1 |
| Q728255 [CC | ] | Asian option | Asian option | 1 |
| Q741379 [CC | ] | asset swap | Asset swap | 1 |
| Q97358615 [CC | ] | Bachelier model | Bachelier model | 1 |
| Q4839740 [CC | ] | backspread | Backspread | 1 |
| Q808919 [CC | ] | barrier option | Barrier option | 1 |
| Q4867577 [CC | ] | basis risk | Basis risk | 1 |
| Q4867581 [CC | ] | Basis trading | Basis trading | 1 |
| Q4867634 [CC | ] | Basket option | Basket option | 1 |
| Q803973 [CC | ] | bear spread | Bear spread | 1 |
| Q549269 [CC | ] | binary option | Binary option | 1 |
| Q1138253 [CC | ] | Binomial options pricing model | Binomial options pricing model | 1 |
| Q1054463 [CC | ] | Black model | Black model | 1 |
| Q17005676 [CC | ] | Black–Scholes equation | Black–Scholes equation | 1 |
| Q1338307 [CC | ] | Black–Scholes model | Black–Scholes model | 1 |
| Q892256 [CC | ] | Bond option | Bond option | 1 |
| Q4951621 [CC | ] | box spread | Box spread (options) | 1 |
| Q1591292 [CC | ] | bull spread | Bull spread | 1 |
| Q1018085 [CC | ] | butterfly | Butterfly (options) | 1 |
| Q5019514 [CC | ] | calendar spread | Calendar spread | 1 |
| Q1508707 [CC | ] | call option | Call option | 1 |
| Q5021701 [CC | ] | Callable bull/bear contract | Callable bull/bear contract | 1 |
| Q5104779 [CC | ] | Chooser option | Chooser option | 1 |
| Q1101825 [CC | ] | Cliquet | Cliquet option | 1 |
| Q1108904 [CC | ] | collar | Collar (finance) | 1 |
| Q1108930 [CC | ] | collateralized debt obligation | Collateralized debt obligation | 1 |
| Q5153179 [CC | ] | Commodity swap | Commodity swap | 1 |
| Q5153253 [CC | ] | Commodore option | Commodore option | 1 |
| Q5156921 [CC | ] | Compound option | Compound option | 1 |
| Q5159280 [CC | ] | Conditional variance swap | Conditional variance swap | 1 |
| Q110594460 [CC | ] | Condor | Condor (options) | 1 |
| Q1127693 [CC | ] | Constant maturity swap | Constant maturity swap | 1 |
| Q937782 [CC | ] | Constant proportion portfolio insurance | Constant proportion portfolio insurance | 1 |
| Q2308159 [CC | ] | consumer debt | Consumer debt | 1 |
| Q764869 [CC | ] | contango | Contango | 1 |
| Q1129769 [CC | ] | contract for difference | Contract for difference | 1 |
| Q1662098 [CC | ] | corporate bond | Corporate bond | 1 |
| Q186290 [CC | ] | correlation | Correlation | 1 |
| Q5172860 [CC | ] | Correlation swap | Correlation swap | 1 |
| Q123856922 [CC | ] | covered option | Covered option | 1 |
| Q5183771 [CC | ] | Credit default option | Credit default option | 1 |
| Q624028 [CC | ] | credit default swap | Credit default swap | 1 |
| Q691313 [CC | ] | credit derivative | Credit derivative | 1 |
| Q13402911 [CC | ] | credit spread | Credit spread (options) | 1 |
| Q1139416 [CC | ] | Credit-linked note | Credit-linked note | 1 |
| Q2983391 [CC | ] | Currency future | Currency future | 1 |
| Q515371 [CC | ] | currency swap | Currency swap | 1 |
| Q5248106 [CC | ] | debit spread | Debit spread | 1 |
| Q3151497 [CC | ] | delta neutral | Delta neutral | 1 |
| Q66295 [CC | ] | derivative | Derivative (finance) | 1 |
| Q1934287 [CC | ] | derivatives market | Derivatives market | 1 |
| Q5270370 [CC | ] | diagonal spread | Diagonal spread | 1 |
| Q17007918 [CC | ] | Dividend future | Dividend future | 1 |
| Q2667234 [CC | ] | Dividend swap | Dividend swap | 1 |
| Q815364 [CC | ] | employee stock option | Employee stock option | 1 |
| Q5377036 [CC | ] | Energy derivative | Energy derivative | 1 |
| Q5384687 [CC | ] | Equity derivative | Equity derivative | 1 |
| Q850569 [CC | ] | Equity swap | Equity swap | 1 |
| Q5384655 [CC | ] | Equity-Linked Note | Equity-linked note | 1 |
| Q5420021 [CC | ] | exercise | Exercise (options) | 1 |
| Q5420721 [CC | ] | exotic derivative | Exotic derivative | 1 |
| Q584207 [CC | ] | exotic option | Exotic option | 1 |
| Q2501440 [CC | ] | expiration | Expiration (options) | 1 |
| Q5442976 [CC | ] | fence | Fence (finance) | 1 |
| Q247506 [CC | ] | financial instrument | Financial instrument | 1 |
| Q5450390 [CC | ] | Finite difference methods for option pricing | Finite difference methods for option pricing | 1 |
| Q3239315 [CC | ] | fixed income | Fixed income | 1 |
| Q5468385 [CC | ] | Foreign exchange derivative | Foreign exchange derivative | 1 |
| Q1206935 [CC | ] | Foreign-exchange option | Foreign exchange option | 1 |
| Q492827 [CC | ] | foreign exchange swap | Foreign exchange swap | 1 |
| Q744762 [CC | ] | forward contract | Forward contract | 1 |
| Q5473279 [CC | ] | Forward market | Forward market | 1 |
| Q29432 [CC | ] | forward price | Forward price | 1 |
| Q6588953 [CC | ] | forward rate | Forward rate | 1 |
| Q1439309 [CC | ] | forward rate agreement | Forward rate agreement | 1 |
| Q5473293 [CC | ] | Forward start option | Forward start option | 1 |
| Q5508879 [CC | ] | Fund derivative | Fund derivative | 1 |
| Q1156684 [CC | ] | Fund of funds | Fund of funds | 1 |
| Q183984 [CC | ] | futures contract | Futures contract | 1 |
| Q3024789 [CC | ] | government debt | Government debt | 1 |
| Q154510 [CC | ] | Great Recession | Great Recession | 1 |
| Q1321169 [CC | ] | Greeks | Greeks (finance) | 1 |
| Q5746554 [CC | ] | Heston model | Heston model | 1 |
| Q17082523 [CC | ] | Inflation derivative | Inflation derivative | 1 |
| Q6030173 [CC | ] | Inflation swap | Inflation swap | 1 |
| Q205180 [CC | ] | interest rate derivative | Interest rate derivative | 1 |
| Q6046217 [CC | ] | Interest rate future | Interest rate future | 1 |
| Q205225 [CC | ] | interest rate option | Interest rate option | 1 |
| Q205258 [CC | ] | interest rate swap | Interest rate swap | 1 |
| Q6047260 [CC | ] | intermarket spread | Intermarket spread | 1 |
| Q16994624 [CC | ] | iron butterfly | Iron butterfly (options strategy) | 1 |
| Q6072934 [CC | ] | iron condor | Iron condor | 1 |
| Q106945708 [CC | ] | jelly roll | Jelly roll (options) | 1 |
| Q111169691 [CC | ] | Ladder | Ladder (option combination) | 1 |
| Q6497124 [CC | ] | lattice model | Lattice model (finance) | 1 |
| Q1286721 [CC | ] | lookback option | Lookback option | 1 |
| Q625360 [CC | ] | margin | Margin (finance) | 1 |
| Q6760725 [CC | ] | Margrabe's formula | Margrabe's formula | 1 |
| Q1806850 [CC | ] | moneyness | Moneyness | 1 |
| Q6904701 [CC | ] | Monte Carlo methods for option pricing | Monte Carlo methods for option pricing | 1 |
| Q545906 [CC | ] | mortgage-backed security | Mortgage-backed security | 1 |
| Q6960537 [CC | ] | Naked put | Naked option | 1 |
| Q798547 [CC | ] | normal backwardation | Normal backwardation | 1 |
| Q845161 [CC | ] | open interest | Open interest | 1 |
| Q187860 [CC | ] | option | Option (finance) | 1 |
| Q7099018 [CC | ] | option style | Option style | 1 |
| Q1315251 [CC | ] | options trading strategy | Options strategy | 1 |
| Q2042390 [CC | ] | Overnight indexed swap | Overnight indexed swap | 1 |
| Q105320097 [CC | ] | Perpetual futures | Perpetual futures | 1 |
| Q17147107 [CC | ] | Pin risk | Pin risk | 1 |
| Q7236605 [CC | ] | Power reverse dual currency note | Power reverse dual-currency note | 1 |
| Q7250235 [CC | ] | Property derivatives | Property derivative | 1 |
| Q2113468 [CC | ] | protective put | Protective option | 1 |
| Q1939618 [CC | ] | put option | Put option | 1 |
| Q1183706 [CC | ] | put–call parity | Put–call parity | 1 |
| Q7284743 [CC | ] | rainbow option | Rainbow option | 1 |
| Q7295740 [CC | ] | ratio spread | Ratio spread | 1 |
| Q1585708 [CC | ] | Real options valuation | Real options valuation | 1 |
| Q17134473 [CC | ] | risk reversal | Risk reversal | 1 |
| Q497502 [CC | ] | Single-stock futures | Single-stock futures | 1 |
| Q6130172 [CC | ] | Slippage | Slippage (finance) | 1 |
| Q7580266 [CC | ] | Spread option | Spread option | 1 |
| Q905615 [CC | ] | stock market index future | Stock market index future | 1 |
| Q1406345 [CC | ] | straddle | Straddle | 1 |
| Q854712 [CC | ] | strangle | Strangle (options) | 1 |
| Q1929310 [CC | ] | strike price | Strike price | 1 |
| Q1136583 [CC | ] | swap | Swap (finance) | 1 |
| Q2140526 [CC | ] | Swaption | Swaption | 1 |
| Q7662776 [CC | ] | Synthetic position | Synthetic position | 1 |
| Q3445707 [CC | ] | tax policy | Tax policy | 1 |
| Q140279 [CC | ] | Total return swap | Total return swap | 1 |
| Q7843049 [CC | ] | Trinomial tree | Trinomial tree | 1 |
| Q380382 [CC | ] | valuation of options | Valuation of options | 1 |
| Q7915109 [CC | ] | Vanna–Volga pricing | Vanna–Volga pricing | 1 |
| Q7915766 [CC | ] | variance swap | Variance swap | 1 |
| Q7922859 [CC | ] | vertical spread | Vertical spread | 1 |
| Q756115 [CC | ] | volatility | Volatility (finance) | 1 |
| Q7940002 [CC | ] | Volatility swap | Volatility swap | 1 |
| Q637156 [CC | ] | warrant | Warrant (finance) | 1 |
| Q1759704 [CC | ] | Weather derivative | Weather derivative | 1 |
| Q8050859 [CC | ] | Year-on-Year Inflation-Indexed Swap | Year-on-Year Inflation-Indexed Swap | 1 |
| Q205257 [CC | ] | Yield curve | Yield curve | 1 |
| Q30688109 [CC | ] | Zero coupon swap | Zero coupon swap | 1 |
| Q8069431 [CC | ] | Zero-Coupon Inflation-Indexed Swap | Zero-Coupon Inflation-Indexed Swap | 1 |
| Q179179 [CC | ] | interest rate | Ráta úis | 1 |