Here if the dealer is hedging, why is he not buying 146 shares and buying 8 shares instead? Cant understand the logic. In response to the purchase of 1.46 million call options by speculators two weeks prior to expiry, the number ...
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In the solution it is mentioned that,”The arbitrageur does not take market price risk but component transactions may individually involve price risk.” What are the component transactions they are talking about? PLease ...
I am unable to pick up the rationale behind this. Can someone please help?
The Crashophobia phenomenon suggests that IV plotted across strike prices will give a half-smile/smirk. I get the intuition that induced fear of crash will lead to OTM put buying-higher demand-high IV. For lower strike calls (ITM Call), sir stated that buying would ...
Can someone explain why is it shown to add the Accrued interest 0.20 rather than deducting it ?
Chantal DuPont is the CFO of Vetements Verdun, a manufacturer of specialty clothing and uniforms, located in northern France. The firm is currently undergoing an expansion which will require DuPont to draw down 25 million on Vetements Verdun’s credit line ...
Chantal DuPont is the CFO of Vetements Verdun, a manufacturer of specialty clothing and uniforms, located in northern France. The firm is currently undergoing an expansion which will require DuPont to draw down 25 million on Vetements Verdun’s credit line ...
In euro dollar futures as from 100 it decreses 96,95 and so forth the interest rate rises from 4% to 5% and so forth that is why we are going long put ...
We are using the FRA as the underlying because solomons forecast 3 months MRR exceed 0.85% in 6 months. Otherwise if the view would have been for the current MRR the spot MRR would have been ...