A switch, also known as "rolling forward," is a futures trading strategy involving closing a near month contract and opening a later month contract with the proceeds. Switching is not the same as spread trading. In a switch, the trader only owns one position at a time. In a spread, the...
The assumption of dynamic replication in no-arbitrage option pricing models does not hold in practice due to discreteness of trading hours as well as trading costs, which suggests the potential presence of preference-driven risk premiums. In this paper, we empirically show that discretely hedged ...
Trading Weekly Trader's Outlook The recent rally in stocks took a pause this week, not including the Nasdaq, due to higher yields, a jump in weekly Claims and warm inflation data. Options Today's Options Market Update Investors were upbeat before the week's final trading session, and...
Legging in refers to the act of entering multiple individual positions that combine to form an overall position and is often used inoptions trading. Key Takeaways Legging in refers to the act of entering multiple individual positions that combine to form an overall position and is often used in...
aThis brief statement does not disclose all of the risks and other significant aspects of spot foreign currency and options trading on margin (collectively "Forex"). 这份简要声明不透露所有风险和斑点外币和选择的其他重大方面共同换在 (边际“Forex”的)。[translate]...
Forex (FX) hedging:This involves strategically using forex trading instruments to minimise the risks associated with currency rate fluctuations, which essentially means protecting against potential financial losses. Techniques in forex hedging can include using spot contracts, foreign...
China’s authorities have become increasingly active in keeping the yuan in a narrow trading range, raising suspicions of enforced foreign exchange (FX) stability. Likewise, the euro and the US dollar have been trading in the same range (1.05-1.10) for 18 months, forcing FX volat...
The big ten banks in Ghana are too profitable (in terms of what is socially optimal) and they earn much higher profits compared to other industries. Their ... S Chaudhry - 《Economic Anthropology Ejournal》 被引量: 0发表: 2019年 Profits at China's big four up 4% China's big four ba...
The surge in options trading linked to the US stock market in recent years is driving more volatile pricing activity and creating potential risks for short-term investors in some of the world’s largest ETFs, analysts warn. A rapid increase in the use of very short-term options, known as ...
s Alle 4, 8210 Aarhus, Denmark * Correspondence: sdemagistris@luiss.it Received: 26 February 2018; Accepted: 22 March 2018; Published: 27 March 2018 Abstract: This paper introduces a new computational tool for the analysis of the risks embedded in a set of prices of European-style options....