Call option有权买入债券,增加duration,put option有权卖出债券,降低duration。所以,要买入2年期债券的call option来增加duration。我不是很理解这个地方的A和C选项 1.A选项的sell put option和C的buy call option 都是增加了duration,那为什么不选择A呢? 2.是不是因为长期利率上升,降低D;短期利率相对于长期利率下...
Cross-Market Efficiency in the Indian Derivatives Market: A Test of Put-Call Parity This study examines the cross-market efficiency of the Indian options and futures market using model-free tests. The put-call-futures and put-call-index pa......
Define the following term associated with options: Call option. What is the rationale behind firms using executive stock options What type of option strategy could be considered insurance for a portfolio? Please explain graphically. Describe ...
A put option can make another investor or trader buy or sell a security before the option expires. A put option always comes with a strike price that you set to keep you from losing more than you can afford. You can buy and sell put options based on your trading strategy and your anti...
Buy Stock, Sell Call Option and Buy Put Option. The profile of a protected covered call looks like call spread and has the benefit of limiting your downside risk in the event of a large sell off in the underlying stock/future. Call Writer promotes this strategy as a Super Put. Monthly ...
This study compares the performance of a conventional buy-write (or covered call writing) and a dynamic buy-write strategy. The conventional strategy gener... SANRY Y. S. CHE,JOSEPH K. W. FUNG - 《Journal of Futures Markets》 被引量: 8发表: 2011年 Buy-Write or Put-Write: An Active ...
This strategy assumes the market price for theunderlyingsecurity will likely fluctuate only mildly and possibly rise somewhat from current levels before expiration. If the security declines in price or at least does not rise a great deal, then the investor writing thecall optiongets to keep the ...
you’re interested in — basically, deciding between a call and a put option. Generally, calls are for markets that’re going up, puts are for markets heading down. Maybe you can remember it like — a call is a "coupon before it goes up" and a put is "protection before it goes ...
sale and lease-back transactions. Lookback option An option that allows the buyer to choose as the option strike price any price of the underlying asset that has occurred during the life of the option. If a call, the buyer will choose the minimal price, whereas if a put, the buyer ...
The fund invests in communications and technology companies the managers believe will provide good capital appreciation. And they're not afraid to look outside of the U.S. to find such prospects. "This strategy’s horizons stretch beyond companies siloed in the communications sector, which gives ...