Introduction

This is the accompanying text for the Global Derivatives Options Database.

The motivation for compiling this section is to put together the continually expanding derivatives market, particularly, the increasing diversity within the so-called exotic options sector. With options being labeled with a plethora of names, we have tried to put together a concise and descriptive overview of each and every option which has been studied, referenced or traded in the derivatives markets around the world. With new options created periodically, we will continue to update these sections, but please note that some pages may be incomplete at this time. All incomplete pages will be completed as soon as we can do so.

Each page contains what we believe to be an accurate and extensive 'overview' of the options, and we have taken care to provide formulae when necessary, illustrations, as well as links to valuable spreadsheets and reference papers.

The compilation of these pages would not be possible without the input and help from many academics, industry professionals, and others around the world.

Although much of the pages refer to the use of equity as an underlier, most options models are commonly applied to FX, interest rate as well as commodity products. We have focused on equity as an underlier to generalise and standardise across the webpages. Exclusive sections on bond derivatives and FX / commodity derivatives will be an eventual section on this website.

We try to use standard notation throughout the text of this database, but where there are discrepancies, please don't hesitate to send us a query. In general, the following notation is used:

Please note that any errors and mistakes are the responsibility of this website, and we would be grateful if we could be informed of any found errors. The information found on these webpages is for reference purposes only, and we are not responsible for any losses resulting from the use of any information found on these pages.

Please feel free to This e-mail address is being protected from spambots. You need JavaScript enabled to view it if there are additional options you'd like seen featured in the database, or for any further questions / comments.