About: Options (finance)

An Entity of Type: Concept, from Named Graph: http://dbpedia.org, within Data Space: dbpedia.org

Property	Value
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rdfs:label	Options (finance) (en)
skos:broader	dbc:Derivatives_(finance)
skos:prefLabel	Options (finance) (en)
prov:wasDerivedFrom	wikipedia-en:Category:Options_(finance)?oldid=958042421&ns=14
is dbo:wikiPageWikiLink of	dbr:Bear_spread dbr:Put–call_parity dbr:Monte_Carlo_methods_for_option_pricing dbr:Binomial_options_pricing_model dbr:Bond_option dbr:Area_yield_options_contract dbr:Dealer_equity_option dbr:Debit_spread dbr:Double_digital_option dbr:Incentive_stock_option dbr:Interest_rate_guarantee dbr:Intermarket_spread dbr:LEAPS_(finance) dbr:Volatility_smile dbr:Protective_option dbr:SABR_volatility_model dbr:Chicago_Board_Options_Exchange dbr:Chicago_Options_Associates dbr:Option_(finance) dbr:Puttable_bond dbr:Collar_(finance) dbr:Employee_stock_option dbr:Boston_option dbr:Box_spread_(options) dbr:Condor_(options) dbr:Constant_elasticity_of_variance_model dbr:Credit_default_option dbr:Credit_spread_(options) dbr:Equity_derivative dbr:Ladder_(option_combination) dbr:Option_on_realized_variance dbr:Option_style dbr:Options_backdating dbr:Options_strategy dbr:Basket_option dbr:Calendar_spread dbr:Call_option dbr:Callable_bond dbr:Callable_bull/bear_contract dbr:Chooser_option dbr:Cliquet_option dbr:Commodore_option dbr:Compound_option dbr:Fence_(finance) dbr:Fugit dbr:Pull_to_par dbr:Options_spread dbr:Spread_option dbr:Straddle dbr:Strike_price dbr:Synthetic_position dbr:Option_symbol dbr:Warrant_(finance) dbr:Garman-Kohlhagen_model dbr:Iron_butterfly_(options_strategy) dbr:Iron_condor dbr:Johnson_binomial_tree dbr:Jump_diffusion dbr:Lattice_model_(finance) dbr:Barone-Adesi_and_Whaley dbr:Barrier_option dbr:Diagonal_spread dbr:Foreign_exchange_option dbr:Kansas_City_Board_of_Trade dbr:Korn–Kreer–Lenssen_model dbr:Put_option dbr:Real_options_valuation dbr:Bachelier_model dbr:Backspread dbr:Covered_option dbr:Covered_warrant dbr:Jelly_roll_(options) dbr:Margrabe's_formula dbr:Range_accrual dbr:Timer_Call dbr:Binary_option dbr:Bjerksund_and_Stensland dbr:Black's_approximation dbr:Black_model dbr:Black–Derman–Toy_model dbr:Black–Scholes_model dbr:Swaption dbr:Edgeworth_binomial_tree dbr:Heston_model dbr:Option_time_value dbr:Options_arbitrage dbr:Ascot_(finance) dbr:Asian_option dbr:Bull_spread dbr:Butterfly_(options) dbr:CBOE_DJIA_BuyWrite_Index dbr:CBOE_S&P_500_BuyWrite_Index dbr:CBOE_S&P_500_PutWrite_Index dbr:Greeks_(finance) dbr:Greenspan_put dbr:Option_on_realized_volatility dbr:Carr–Madan_formula dbr:Cash_or_share_option dbr:Chan–Karolyi–Longstaff–Sanders_process dbr:Lookback_option dbr:Stock_appreciation_right dbr:SKEW dbr:Plain_vanilla dbr:Stochastic_volatility dbr:Turbo_warrant dbr:Net_volatility dbr:Singapore_Mercantile_Exchange dbr:Stock_option_return dbr:Strangle_(options) dbr:Vertical_spread dbr:Exotic_option dbr:Expiration_(options) dbr:Implied_binomial_tree dbr:Implied_trinomial_tree dbr:Low_Exercise_Price_Option dbr:Option_screener dbr:Exercise_(options) dbr:Finite_difference_methods_for_option_pricing dbr:Naked_option dbr:Put/call_ratio dbr:Option_naming_convention dbr:Moneyness dbr:Mountain_range_(options) dbr:Rainbow_option dbr:Pin_risk dbr:Trinomial_tree dbr:Phantom_stock dbr:Valuation_of_options dbr:Volatility_arbitrage dbr:Ratio_spread dbr:Risk_reversal dbr:Roll-Geske-Whaley
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