|
gptkbp:instanceOf
|
gptkb:financial_services_company
|
|
gptkbp:canBe
|
standardized
customized
|
|
gptkbp:documentedIn
|
gptkb:ISDA_Master_Agreement
|
|
gptkbp:example
|
gptkb:S&P_500_futures
credit default swap
interest rate swap
currency option
commodity future
|
|
gptkbp:hasType
|
gptkb:Future
Forward
Option
Swap
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
Financial Derivatives
|
|
gptkbp:introducedIn
|
17th century
|
|
gptkbp:notableEvent
|
gptkb:2008_financial_crisis
|
|
gptkbp:participants
|
market maker
speculator
arbitrageur
hedger
|
|
gptkbp:priceRange
|
gptkb:Monte_Carlo_simulation
gptkb:Black-Scholes_model
Binomial model
|
|
gptkbp:regulates
|
gptkb:Commodity_Futures_Trading_Commission
gptkb:Securities_and_Exchange_Commission
|
|
gptkbp:relatedTo
|
risk management
financial engineering
structured products
leverage
|
|
gptkbp:riskFactor
|
credit risk
market risk
liquidity risk
counterparty risk
|
|
gptkbp:settlementType
|
cash settlement
physical delivery
|
|
gptkbp:tradedOn
|
over-the-counter
data exchange
|
|
gptkbp:underlyingAssetType
|
gptkb:bridge
gptkb:currency
gptkb:stock_market_index
interest rate
commodity
|
|
gptkbp:usedFor
|
speculation
hedging
arbitrage
|
|
gptkbp:valueDerivedFrom
|
underlying asset
|
|
gptkbp:市值
|
trillions of dollars
|
|
gptkbp:bfsParent
|
gptkb:Discreet_Log_Contracts
gptkb:Firmo
|
|
gptkbp:bfsLayer
|
7
|