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An exotic derivative, in finance, is a derivative which is more complex than commonly traded "vanilla" products. This complexity usually relates to determination of payoff; see option style.The category may also include derivatives with a non-standard subject matter - i.e., underlying - developed for a particular client or a particular market.

Attributes	Values
rdfs:label	Exotic derivative (en)
rdfs:comment	An exotic derivative, in finance, is a derivative which is more complex than commonly traded "vanilla" products. This complexity usually relates to determination of payoff; see option style.The category may also include derivatives with a non-standard subject matter - i.e., underlying - developed for a particular client or a particular market. (en)
dcterms:subject	Derivatives (finance)
Wikipage page ID	6100040 (xsd:integer)
Wikipage revision ID	1122232247 (xsd:integer)
Link from a Wikipage to another Wikipage	Energy derivative Monte Carlo methods in finance HM Revenue & Customs Baruch College List of finance topics Currency swap Underlying University of Chicago Derivative (finance) Inflation derivative Interest rate swap Derivatives (finance) Option style Property derivatives Lehman Brothers Lattice model (finance) Barrier option Freight derivative Jim Gatheral Finance Financial engineering Financial innovation Exotic option Structured product Weather derivative Macro derivative Salomon Smith Barney Modeling and analysis of financial markets Exotic interest rate option
Link from a Wikipage to an external page	https://web.archive.org/web/20070928161942/http:/www.investinginbonds.com/assets/files/LehmanExoticCredDerivs.pdf http://www.ciberconta.unizar.es/bolsa/lecturas/exoticas.pdf https://www.quantnet.com/threads/a-day-in-the-life-of-an-exotic-derivatives-trader.10057/ http://www.math.nyu.edu/faculty/chriss/jim/lecture8/index.htm https://web.archive.org/web/20100610064918/http:/math.uchicago.edu/~sbossu/hec/HEC%20Lecture%204.pdf https://web.archive.org/web/20120115201009/http:/www.hmrc.gov.uk/manuals/cfmmanual/cfm11095.htm https://web.archive.org/web/20121226061516/http:/www.math.nyu.edu/faculty/chriss/jim/lecture8/index.htm
sameAs	Exotic derivative Exotic derivative Exotic derivative
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date	2012-12-26 (xsd:date)
url	https://web.archive.org/web/20121226061516/http:/www.math.nyu.edu/faculty/chriss/jim/lecture8/index.htm
has abstract	An exotic derivative, in finance, is a derivative which is more complex than commonly traded "vanilla" products. This complexity usually relates to determination of payoff; see option style.The category may also include derivatives with a non-standard subject matter - i.e., underlying - developed for a particular client or a particular market. The term "exotic derivative" has no precisely defined meaning, being a colloquialism that reflects how common a particular derivative is in the marketplace. As such, certain derivative instruments have been considered exotic when conceived of and sold, but lost this status when they were traded with significant enough volume. Examples of this phenomenon include interest rate- and currency-swaps. As regards valuation, given their complexity, exotic derivatives are usually modelled using specialized simulation- or lattice-based techniques. Often, it is possible, to "manufacture" the exotic derivative out of standard derivatives. For example, a knockout call can be "manufactured" out of standard options; see Barrier option § Valuation. This latter approach may then be preferred, and also allows for a benchmark against which the more specialized models may be verified. (en)
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foaf:isPrimaryTopicOf	wikipedia-en:Exotic_derivative
is Link from a Wikipage to another Wikipage of	Property derivative Derivative (finance) Interest rate derivative Copula (probability theory) Exotic derivatives Financial economics Range accrual Finance Financial engineering Financial innovation Financial instrument Exotic Exotic instruments Exotic securities
is Wikipage redirect of	Exotic derivatives Exotic instruments Exotic securities
is Wikipage disambiguates of	Exotic
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