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These bonds may be trading less than what is traded in the secondary market, meaning the value has to be reduced for them to sell quickly. A discount bond can become a deep-discount bond when its selling price is significantly sold to less than 20% or more....
Calculating whether there is a forward premium or discount in most cases is much quicker than the above process because most forex brokers provide you with the forward exchange rate and the spot rate. In that case, all you need to do is plug the spot rate and the forward rate into the e...
Similarly, the forward discount is the exact opposite of the forward premium. To elaborate, a forward discount will mean that the forward exchange rate of the currency is lower than its spot exchange rate in the forex market. The traders can take a cue and enter into positions accordingly. T...
1、正如讲义上写的roll yield=forward premium/discount,这个是基于公式来讲的,在外汇管理中,我们一般是持有外币资产,所以做得是short forward 头寸,这时计算roll yield=F-S/S,这个公式也是计算forward premium/discount的公式,所以可以说二者相等。我们先讲一下roll yield ,roll yield可以理解为我们在不断进行hedge...
Days at discount 0 0 3 1 The exchange-traded fund's median bid-ask spread is rounded to the nearest hundredth and computed by (1) identifying the exchange-traded fund's national best bid and national best offer as of the end of each 10 second interval during each trading day of the la...
The risk premium in trading equilibria which support Black-Scholes option pricing S. D. Hodges and M. J. P. Selby; 4. On the numeraire portfolio P... Review by: Peter Bloomfield - 《Journal of the American Statistical Association》 被引量: 15发表: 1998年 Towards Non-Equilibrium Option Pr...
Premium has several meanings in finance. Most commonly, it refers to: Generically, a security trading above its intrinsic or theoretical value is trading at a premium (in contrast to adiscount). The difference between the price paid for afixed-income securityand the security's face amount at ...
When a forward premium is negative, is it is equivalent to a discount, and in fact is referred to as a forward discount. Various factors can affect whether a forward premium exists, including interest rate differentials, inflation rates, speculative trading, and a country's economic stability. ...
The stochastic discount factor methodology is the central tool in finance to price assets and provides a natural framework to integrate contributions in di... R Garcia,E Ghysels,E Renault - 《Handbook of Financial Econometrics Tools & Techniques》 被引量: 167发表: 2010年 On the thermomechanics ...