参见:option, options on physicals. 相似短语 options on futures期货选择权 选择权标的物为期货,可能是各种商品或金融期货。 参见:option, options on physicals. futures options期货选择权 指针的物为期货的选择权。在选择权契约到期后,若买方要求履约,此时即成期货部位。期货选择权权利金通常较期货保证金为低。
期货选择权(Options on Futures):标的物为期货的选择权,持有者执行权利后即转换为期货部位。权利金(Option Premium… blog.roodo.com|基于32个网页 2. 期权 到目前为止,契约内容不仅於期货,还包括选择权、期权(options on futures)、其它新金融商品。有别於其它衍生性金融商 … ...
Increased marketplace volatility and the expanding size of capital markets have led to an explosion of interest in options on futures. What makes these instruments so attractive is that they allow traders to profit from movements in the markets using little up-front capital and plenty of leverage...
options on futures contract期货合约的期权交易 options on futures期货选择权 选择权标的物为期货,可能是各种商品或金融期货。 参见:option, options on physicals. futures options期货选择权 指针的物为期货的选择权。在选择权契约到期后,若买方要求履约,此时即成期货部位。期货选择权权利金通常较期货保证金为低。
This chapter aims to establish upper and lower bounds for the price of European calls and puts on futures. It examines payoffs and trading strategies using futures options. The expiration date of a futures option is usually on, or a few days before, the maturity date of the underlying ...
Investors can also combine the two instruments to achieve their financial objectives, and we call this combination as ‘Options on Futures.’
Options on futures worksimilarly to options on other securities (such as stocks), but they tend to be cash-settled and ofEuropean style, meaning no early exercise. You trade options depending on how you expect the value of the underlying future, called theunderlying, to move. You buy acall...
An option on futures gives the holder the right, but not the obligation, to buy or sell a futures contract at a specific price, on or before its expiration.
Futures和Options是金融市场中的两种常见衍生工具，用于管理风险和投机。Futures，即期货，是一种标准化的合约，买卖双方约定在未来的某个特定日期和价格交割一定数量的基础资产。这个基础资产可以是商品（如黄金、石油）、金融产品（如债券、汇率）或指数。期货市场为投资者提供了一个进行套期保值和投机交易的...
Rational restrictions are derived for the values of American options on futures contracts. For these options, the optimal policy, in general, involves prem... KRISHNA,RAMASWAMY,SURESH,... - 《Journal of Finance》 被引量: 88发表: 2012年 The Favorite-Longshot Bias in S&P 500 and FTSE 100 Ind...