equity derivative
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Difference between forwards and futures
1) Futures are traded in exchange market. Forwards are trded in OTC market. 2) Counterparties of futures are traded with clearing house only. Counterparties of forwards are traded with each o...2009-03-04 23:40:51 · 525 阅读 · 0 评论 -
The Greeks
Delta -- option price changes / stock price changes. Delta for Call ranges from 0 to 1. Delta for Put ranges from -1 to 0. Gamma -- delta value changes / stock price changes. If the Gamma of an o...原创 2009-03-07 10:42:28 · 99 阅读 · 0 评论