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Home > Derivatives Resources > WIKI

Derivatives WIKI

Find out more about the math behind the FINCAD functions – read an excerpt from the math documents included in FINCAD products.

If you're looking to see how FINCAD products can help you and your organization, contact a FINCAD Representative for a detailed demonstration.

A

• Asian Options
• Asset-Backed Credit Default Swaps

B

• Basket Default Swap
• Binary Barrier Options
• Binary Options
• The Black Model
• The Black Scholes Model
• Bond Forwards and Futures

C

• CMS in Libor Market Model
• Credit Default Swap Options
• Commodity or Equity Swaps
• Common Types of Credit Derivatives
• Convertible Bonds
• Credit Default Swap (CDS)
• Credit Exposure to a Counterparty
• Cross Currency Swaptions

D

• Double Barrier Options

F

• First-loss and Tranche-loss Credit Default Swaps
• FX Forwards and Futures
• FX Options
• FX Skew Model Calibration

G

• The Garman Kohlhagen Model

H

• Hedge Accounting

I

• Inflation Index-Linked Swaps
• Interest Rate Swaps

L

• Libor Market Model (LMM)

M

• Money Market Instruments
• Monte Carlo Simultation

O

• Overnight Index Swap and OIS Curve
• Option Pricing with the Heston Model of Stochastic Volatility

S

• Scenario Analysis
• Snowballs
• Solvency II
• Swaptions
• Swaptions Using One-Factor Short Rate Models

T

• Tax-Exempt (Municipal) Swap Curve

V

• Value at Risk (VaR)
• Variance and Volatility Derivatives in the Heston Model
• Variance and Volatility Swaps
• Calculate a Historical Volatility and Correlation

W

• Warrants