2023-04-19T14:28:53+03:00[Europe/Moscow] en true <p>Derivative: A financial instrument whose value is derived from the performance of an underlying asset or group of assets.</p>, <p>Futures: Contracts to buy or sell an asset at a specified price and time in the future.</p>, <p>Options: Contracts that give the holder the right, but not the obligation, to buy or sell an asset at a specified price and time in the future.</p>, <p>Swaps: Agreements to exchange cash flows based on different interest rates or currencies.</p>, <p>Hedging: Using derivatives to reduce or eliminate the risk of adverse price movements in an underlying asset.</p>, <p>Margin: The minimum amount of collateral required to enter into a derivative contract.</p>, <p>Counterparty: The other party involved in a derivative trade.</p>, <p>Settlement: The process of exchanging payments and closing out a derivative contract.</p>, <p>Volatility: The degree to which the price of an underlying asset fluctuates.</p>, <p>Delta: The degree to which the price of an option changes in relation to the price of the underlying asset.</p>, <p>Gamma: The degree to which the delta of an option changes in relation to the price of the underlying asset.</p>, <p>Vega: The degree to which the price of an option changes in relation to changes in volatility.</p>, <p>Theta: The degree to which the price of an option changes due to the passage of time.</p>, <p>Black-Scholes: A mathematical model used to price options.</p>, <p>Strike price: The price at which an option can be exercised.</p>, <p>Exercise: The process of using an option to buy or sell an underlying asset at its strike price.</p>, <p>Forward rate agreement (FRA): A type of swap that hedges against fluctuations in interest rates.</p>, <p>Credit default swap (CDS): A type of swap that hedges against the risk of default on a debt instrument.</p>, <p>Interest rate swap (IRS): A type of swap that hedges against fluctuations in interest rates.</p>, <p>Yield curve: A graph showing the relationship between the yield on bonds of different maturities.</p>, <p>Collateralized debt obligation (CDO): A derivative instrument that pools together different types of debt instruments to create a new security.</p>, <p>Commodity futures: Futures contracts based on the price of a commodity, such as oil or gold.</p>, <p>Commodity futures: Futures contracts based on the price of a commodity, such as oil or gold.</p>, <p>Multi-legged trades: Derivative trades that involve multiple options or futures contracts.</p>, <p>Multi-legged trades: Derivative trades that involve multiple options or futures contracts.</p> flashcards

Financial derivatives vocabulary

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  • Derivative: A financial instrument whose value is derived from the performance of an underlying asset or group of assets.

    финансовый инструмент, стоимость которого зависит от эффективности базового актива или группы активов.

  • Futures: Contracts to buy or sell an asset at a specified price and time in the future.

    контракты на покупку или продажу актива по определенной цене и времени в будущем.

  • Options: Contracts that give the holder the right, but not the obligation, to buy or sell an asset at a specified price and time in the future.

    контракты, которые дают держателю право, но не обязательство, купить или продать актив по определенной цене и времени в будущем.

  • Swaps: Agreements to exchange cash flows based on different interest rates or currencies.

    соглашения об обмене денежными потоками на основе различных процентных ставок или валют.

  • Hedging: Using derivatives to reduce or eliminate the risk of adverse price movements in an underlying asset.

    использование деривативов для снижения или устранения риска неблагоприятных движений цен на базовый актив.

  • Margin: The minimum amount of collateral required to enter into a derivative contract.

    минимальная сумма залога, необходимая для заключения деривативного контракта.

  • Counterparty: The other party involved in a derivative trade.

    другая сторона, участвующая в торговле деривативами.

  • Settlement: The process of exchanging payments and closing out a derivative contract.

    Процесс обмена платежами и закрытия производного контракта.

  • Volatility: The degree to which the price of an underlying asset fluctuates.

    степень, в которой колеблется цена базового актива.

  • Delta: The degree to which the price of an option changes in relation to the price of the underlying asset.

    степень, в которой цена опциона изменяется по отношению к цене базового актива.

  • Gamma: The degree to which the delta of an option changes in relation to the price of the underlying asset.

    степень, в которой дельта опциона изменяется по отношению к цене базового актива.

  • Vega: The degree to which the price of an option changes in relation to changes in volatility.

    степень, в которой цена опциона изменяется в зависимости от изменений волатильности.

  • Theta: The degree to which the price of an option changes due to the passage of time.

    степень, в которой цена опциона изменяется с течением времени.

  • Black-Scholes: A mathematical model used to price options.

    математическая модель, используемая для оценки опционов.

  • Strike price: The price at which an option can be exercised.

    цена, по которой опцион может быть исполнен.

  • Exercise: The process of using an option to buy or sell an underlying asset at its strike price.

    Процесс использования опциона на покупку или продажу базового актива по цене исполнения.

  • Forward rate agreement (FRA): A type of swap that hedges against fluctuations in interest rates.

    тип свопа, который хеджирует колебания процентных ставок.

  • Credit default swap (CDS): A type of swap that hedges against the risk of default on a debt instrument.

    тип свопа, который хеджирует риск дефолта по долговому инструменту.

  • Interest rate swap (IRS): A type of swap that hedges against fluctuations in interest rates.

    Тип свопа, который хеджирует колебания процентных ставок.

  • Yield curve: A graph showing the relationship between the yield on bonds of different maturities.

    График, показывающий взаимосвязь между доходностью по облигациям с разным сроком погашения ...

  • Collateralized debt obligation (CDO): A derivative instrument that pools together different types of debt instruments to create a new security.

    производный инструмент, который объединяет различные типы долговых инструментов для создания новой ценной бумаги.

  • Commodity futures: Futures contracts based on the price of a commodity, such as oil or gold.

    фьючерсные контракты, основанные на цене товара, такого как нефть или золото.

  • Commodity futures: Futures contracts based on the price of a commodity, such as oil or gold.

    фьючерсные контракты, основанные на обменном курсе между двумя валютами.

  • Multi-legged trades: Derivative trades that involve multiple options or futures contracts.

    сделки с деривативами, которые включают несколько опционов или фьючерсных контрактов.

  • Multi-legged trades: Derivative trades that involve multiple options or futures contracts.

    стоимость базового актива, используемая для расчета денежных потоков, обмениваемых в сделке с производными финансовыми инструментами.