some basic concepts about options on futures

the options edge winning the volatility game with options on futures - mcgraw hill

the options edge winning the volatility game with options on futures - mcgraw hill

... the subject of options from square one Certainly, much had been written on how to buy or write options and on how to structure combinations of derivatives and futures depending on one's objectives, ... have to say applies to options in general, including stock options, the findings of The Options Edge derive from, and are specifically relevant to, options on commodity futures Before writing ... uncover When I began this book, some very basic questions I had about options remained unanswered I avoid casinos and never place bets on horses because the basic questions about casino gambling and...

Ngày tải lên: 23/04/2014, 15:59

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Khái niệm cơ bản thị trường chứng khoán (basic concepts about securities market)

Khái niệm cơ bản thị trường chứng khoán (basic concepts about securities market)

... quan cá nhân tổ chức có quan hệ với trường hợp sau đây: a) Cha, cha nuôi, mẹ, mẹ nuôi, vợ, chồng, con, nuôi, anh, chị em ruột cá nhân; b) Tổ chức mà có cá nhân nhân viên, Giám đốc Tổng giám đốc, ... gián tiếp kiểm soát bị kiểm soát người với người chịu chung kiểm soát; đ) Công ty mẹ, công ty con; e) Quan hệ hợp đồng người đại diện cho người ...

Ngày tải lên: 06/12/2015, 12:00

6 357 1
Một số công ước quốc tế cơ bản về bảo hộ quyền tác giả và vấn đề thực thi tại Việt Nam = Some basic international conventions on the protection of copyrights an112912

Một số công ước quốc tế cơ bản về bảo hộ quyền tác giả và vấn đề thực thi tại Việt Nam = Some basic international conventions on the protection of copyrights an112912

... SHTT UCC: Universal Copyright Convention - Công ước Toàn cầu Bản quyền WCT: WIPO Copyright Treaty - Hiệp ước WIPO QTG WIPO: World Intellectua Property Organization - Tổ chức SHTT Thế giới WPPT: ... TÀ I LI Ệ U T H A M K H Ả O 109 DANH MỤC CÁC TỪ VIÉT TẮT TRONG NGHIÊN c ứ u QTG: Quyền tác giả SHTT: Sở hữu trí tuệ TRIPs: Agreement on Trade Related aspects o f Intellectual Property rights - ... Hiệp ước WIPO chương trình phát thu WTO: World Trade Organization - Tổ chức Thương mại Thế giới PHẢN MỞ ĐẢƯ TÍNH CẮP THIÉT CỦA ĐÈ TÀI Trong bối cảnh hội nhập kinh tế quốc tế xu thể toàn cầu hoá nay,...

Ngày tải lên: 30/03/2015, 15:18

115 1,1K 5
CH14 options on stock indices, currencies, and futures

CH14 options on stock indices, currencies, and futures

... Binomial Tree Example A 1-month call option on futures has a strike price of 29 Futures Price = $33 Option Price = $4 Futures price = $30 Option Price=? Futures Price = $28 Option Price = $0 14.26 Setting ... 14.21 Mechanics of Call Futures Options When a call futures option is exercised the holder acquires A long position in the futures A cash amount equal to the excess of the futures price over the ... expiration dates  They are on 10 times the index  Leaps also trade on some individual stocks 14.9 Index Option Example  Consider a call option on an index with a strike price of 560  Suppose contract...

Ngày tải lên: 31/03/2015, 05:40

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Options on dividend-paying stocks

Options on dividend-paying stocks

... prior to expiration 26.2 Dividend paying stock Let r and be constant, let be a “dividend coefficient” satisfying 1: CHAPTER 26 Options on dividend paying stocks Let T be an expiration time, and let ... v t1; 1 , x is convex is x Obviously, x , K + is convex in x, and the maximum of two convex functions is convex The proof of the convexity of v t1; 1 , x in x is left as a homework problem ... 0; and boundary condition wt; 0 = 0;  t  T: The hedging portfolio is t =  wxt; S t; vxt; S t;  t  t1 ; t1 t  T: Proof: We only need to show that an American contingent claim...

Ngày tải lên: 18/10/2013, 03:20

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Basic Concepts part 1

Basic Concepts part 1

... The restriction on a string is that it must be contained on a single line, that is, without a carriage return It cannot be on multiple lines Strings are treated as a sequence of one-byte ASCII ... statements discussed in Chapter 7, where the high impedance value is a don't care condition (Note that ? has a different meaning in the context of user-defined primitives, which are discussed in Chapter ... Illegal specification Underscore characters and question marks An underscore character "_" is allowed anywhere in a number except the first character Underscore characters are allowed only to improve...

Ngày tải lên: 20/10/2013, 16:15

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Basic Concepts

Basic Concepts

... denomination of the bill is divisible by CHAPTER Basic Concepts A single die is rolled Find each probability: a b c d The The The The number number number number shown shown shown shown on on on on ... called an event An event then usually consists of one or more CHAPTER Basic Concepts outcomes of the sample space (Note: It is sometimes necessary to consider an event which has no outcomes This ... those questioned get some of the news from the Internet If a person is selected at random, find the probability that the person does not get any news from the Internet CHAPTER Basic Concepts 15...

Ngày tải lên: 24/10/2013, 07:20

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Basic Concepts part 2

Basic Concepts part 2

... Definitions 3.2.2 Nets Nets represent connections between hardware elements Just as in real circuits, nets have values continuously driven on them by the outputs of devices that they are connected ... modeling of signal contention, MOS devices, dynamic MOS, and other low-level devices Only trireg nets can have storage strengths large, medium, and small Detailed information about strength modeling ... strong1 If two signals of equal strengths are driven on a wire, the result is unknown If two signals of strength strong1 and strong0 conflict, the result is an x Strength...

Ngày tải lên: 24/10/2013, 15:15

8 746 1
Basic Concepts part 3

Basic Concepts part 3

... Unlike $display, $monitor needs to be invoked only once Only one monitoring list can be active at a time If there is more than one $monitor statement in your simulation, the last $monitor statement ... earlier $monitor statements will be overridden Two tasks are used to switch monitoring on and off Usage: $monitoron; $monitoroff; The $monitoron tasks enables monitoring, and the $monitoroff ... disables monitoring during a simulation Monitoring is turned on by default at the beginning of the simulation and can be controlled during the simulation with the $monitoron and $monitoroff tasks...

Ngày tải lên: 24/10/2013, 15:15

6 335 0
Basic concepts

Basic concepts

... inflection vs word-formation, can be distinguished The derivational processes are on the left, the inflectional ones on the right 19 Chapter 1: Basic Concepts (14) a derivation b inflection worker ... derivation affixation prefixation suffixation non-affixation infixation conversion truncation blending Chapter 1: Basic Concepts 23 Summary In this chapter we have looked at some fundamental properties ... built on the basis of other words or morphemes Some consequences of such a definition will be discussed in the next section Chapter 1: Basic Concepts 18 Inflection and derivation The definition...

Ngày tải lên: 25/10/2013, 15:20

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Nutrition - Basic Concepts

Nutrition - Basic Concepts

... oxygen consumed for the oxidation of a given amount of nutrient.’ Respiratory quotients for the oxidation of nutrients Carbohydrate: 1.0 ᭹ Fat: 0.70 ᭹ Protein: 0.80 ᭹ NUTRITION: BASIC CONCEPTS ... Vitamin K: involved in the ␥ carboxylation of glutamic acid residues of factors II,VII, IX and X during blood coagulation NUTRITION: BASIC CONCEPTS Give some examples of essential minerals Zinc, ... ᭹ Biotin: deficiency rarely occurs in isolation, but can lead to reduced immune function ᭢ 163 SURGICAL CRITICAL CARE VIVAS N ᭹ ᭹ NUTRITION: BASIC CONCEPTS 164 Vitamin B6 (pyridoxine): deficiency...

Ngày tải lên: 01/11/2013, 10:20

10 237 2
Basic concepts - Why data never speak for themselves

Basic concepts - Why data never speak for themselves

... confused notion of evidence is also false Section 1: Basic concepts Table 3.1 Levels of evidence Level I: Double-blind randomized trials Ia: Placebo-controlled monotherapy Ib: Non placebo-controlled ... placebo on diet and exercise (as well as all other factors), the direct effect of HRT could Section 1: Basic concepts Figure 2.1 Confounding bias Confounding Bias Exposure (Treatment) Outcome Confounder ... animals on mechanisms of effect, if they follow certain patterns consistent with causation (like a dose–response relationship) and so on For our purposes, we might at least insist on replication No...

Ngày tải lên: 01/11/2013, 10:20

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Tài liệu Data Communication Basic Concepts pdf

Tài liệu Data Communication Basic Concepts pdf

... destination through a dial-like mechanism Concentrator hubs, such as communications controllers or packet nodes, route information among multiple trunk lines and user connections based on information ... Communications Analyst” Data Communications: Concepts Basic IOOlDNW Both agreed on the strategyw to be used to transfer the information and the structure of the information Data communications can ... took on the basic structure The OS1 model is the basis for higher-level protocols Communications Standards The need for both parties in a connection to agree on data presentation and dialog controt...

Ngày tải lên: 12/12/2013, 09:15

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Tài liệu Some tips to score high on the TOEFL pptx

Tài liệu Some tips to score high on the TOEFL pptx

... day Strong physical preparation will determine whether you will hit the high score I hope that you will find these insights helpful to you If you have any questions, don’t hesitate to contact...

Ngày tải lên: 20/12/2013, 19:15

2 364 0
Lập trình hướng đối tượng C/C++ - OOP 02 basic concepts of object

Lập trình hướng đối tượng C/C++ - OOP 02 basic concepts of object

... m_tuSo; int m_mauSo; m_mauSo; public: PhanSo cong(PhanSo p); cong(PhanSo }; // Cài đ t l p, file PhanSo.cpp p, PhanSo PhanSo::cong(PhanSo p) PhanSo::cong(PhanSo { // Cài đ t c ng phân s } Phương ... PhanSo { private: int m_tuSo; m_tuSo; int m_mauSo; m_mauSo; public: PhanSo cong(PhanSo p); cong(PhanSo PhanSo rutGon(); rutGon(); }; D li u (Thu c tính) Tính (Phương th c) Phương pháp l p trình hư ... m_iMauSo; public: PhanSo cong(PhanSo p) cong( { // Cài đ t bên l p p } }; Phương pháp l p trình hư ng đ i tư ng - Nguy n Minh Huy PhanSo PhanSo::cong(PhanSo p) PhanSo::cong( { // Cài đ t bên l...

Ngày tải lên: 12/01/2014, 16:56

22 539 5
Tài liệu MARKETING PLACES- CONCEPTS ABOUT A PLACE UNDER THE PERSPECTIVE OF MARKETING PLACES pdf

Tài liệu MARKETING PLACES- CONCEPTS ABOUT A PLACE UNDER THE PERSPECTIVE OF MARKETING PLACES pdf

... relationship among those people inside the place and their views of those outside Session 5: Concepts about a place under the perspective of Marketing Places b/ Influence of regional economic, ... depending on the nature of a particular market: - Tourism, - Industry, - Commerce and services, - Residence, - Culture and education, - Labor, - Religion, - etc Session 5: Concepts about a place ... affected, thus subject to change: - Infrastructure, - Energy, - Information, Session 5: Concepts about a place political crisis… - Economic, financial, and under the perspective of Marketing Places c/...

Ngày tải lên: 16/01/2014, 11:37

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Tài liệu Data Communication Basic Concepts doc

Tài liệu Data Communication Basic Concepts doc

... destination through a dial-like mechanism Concentrator hubs, such as communications controllers or packet nodes, route information among multiple trunk lines and user connections based on information ... Communications Analyst” Data Communications: Concepts Basic IOOlDNW Both agreed on the strategyw to be used to transfer the information and the structure of the information Data communications can ... took on the basic structure The OS1 model is the basis for higher-level protocols Communications Standards The need for both parties in a connection to agree on data presentation and dialog controt...

Ngày tải lên: 19/01/2014, 20:20

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Tài liệu The Java EE 6 Tutorial Basic Concepts Fourth Edition pptx

Tài liệu The Java EE 6 Tutorial Basic Concepts Fourth Edition pptx

... Documentation Set” on page xxii “Related Documentation” on page xxiv “Symbol Conventions” on page xxiv “Typographic Conventions” on page xxv “Default Paths and File Names” on page xxv “Documentation, ... Tutorial: Basic Concepts www.it-ebooks.info Download from www.wowebook.com Contents Configuring a CDI Application 315 Further Information about CDI .315 18 Running the Basic Contexts ... execution of web pages, servlets, and some EJB components for Java EE applications Web components and their container run on the Java EE server ■ Application client container: Manages the execution...

Ngày tải lên: 18/02/2014, 05:20

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Tài liệu Báo cáo khoa học: Solution NMR structure of an immunodominant epitope of myelin basic protein Conformational dependence on environment of an intrinsically unstructured protein doc

Tài liệu Báo cáo khoa học: Solution NMR structure of an immunodominant epitope of myelin basic protein Conformational dependence on environment of an intrinsically unstructured protein doc

... conditions is of interest to understand its pharmacokinetics We have initiated solution NMR studies of 18.5 kDa rmMBP to probe its three-dimensional conformation under structure-stabilizing conditions, ... the classic 18.5 kDa MBP isoform A key consideration for solution NMR experiments on full-length MBP is the stabilization of secondary, and by extension, tertiary structural elements Although ... For each solution condition, the 10 lowest energy structures were overlaid and represented from two different orthogonal perspectives as line-connected heavy atoms (backbone), as secondary structure...

Ngày tải lên: 19/02/2014, 07:20

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BASIC CONCEPTS OF CRIMINAL LAW pot

BASIC CONCEPTS OF CRIMINAL LAW pot

... therapeutic, the confinement is nonpunitive and its imposition is exempt from the procedural niceties of jury trials, the participation of counsel, and the confrontation of witnesses Ac- 28 Basic Concepts ... think about the problem and clarify in your own mind the construction of the concepts that makes the most sense Notes U.S Constitution, art I, sec 9, cl German Basic Law §103(II); Mexican Constitution ... about criminal law Indeed, I conceived of doing a series of books for Russian law students on basic concepts of law, with an emphasis on jurisprudential and comparative issues The Constitutional...

Ngày tải lên: 07/03/2014, 03:20

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