derivtech.com
Derivative ProjectDerivtech - Focus on derivative technology.
http://www.derivtech.com/
Derivtech - Focus on derivative technology.
http://www.derivtech.com/
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Hau, William
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Sketch Express Limited
Hau, William
15G, The●●●●●●●● Chianti
Hon●●●ong , null, null
HK
View this contact
Sketch Express Limited
Hau, William
15G, The●●●●●●●● Chianti
Hon●●●ong , null, null
HK
View this contact
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Derivative Project | derivtech.com Reviews
https://derivtech.com
Derivtech - Focus on derivative technology.
derivtech.com
Derivative
http://www.derivtech.com/index.php/derivative/option
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Black-Scholes options formula on a stock providing a continuous dividend yield at a rate q. D1 and d2 are given by. The Risk of options. The theta could be positive: A far in-the-money European put option on non-dividend paying stock. The sensitivity of vega with respect to changes in the underlying. The sensitivity of vega with respect to changes in implied volatility. European option with dividend. American option with dividend.
Convertible
http://www.derivtech.com/index.php/derivative/convertibles
Skip to main navigation. Skip to 1st column. Skip to 2nd column. 1 Buy a distressed convertible with high current yield and short the stock with corresponding delta. This will generate high income with little downside risk. 2 Buy deep-in-the money convertible with high delta and short the stocks. The capital requirement is small and the trade could be benefit by using high leverage. The risk of convertible arbitrage. Borrow rate of stock loan:. The trader will lost money on the convertible premium and th...
Commodities
http://www.derivtech.com/index.php/derivative/commodities
Skip to main navigation. Skip to 1st column. Skip to 2nd column. The volatility of forward prices tends to decrease with their maturity. The long-term contract prices tend to remain unchanged since production adjustment is likely to take place before contracts come to delivery at maturity.
Static hedge
http://www.derivtech.com/index.php/trading/static-hedge
Skip to main navigation. Skip to 1st column. Skip to 2nd column. A chooser option with a strike K. And a maturity up to the choose date of T. The option could be hedged as following:. A call option with a time to maturity of T. And a strike K. A put option with a time to maturity T. And a strike price S. A put option with a time to maturity of T. And a strike K. A call option with a time to maturity T. And a strike price S. Is the forward value of the stock on the choose date T. Having a maturity T.
Mathematics
http://www.derivtech.com/index.php/derivative/mathematics
Skip to main navigation. Skip to 1st column. Skip to 2nd column. The left-hand side is greater than the right-hand by approximately. The difference is due to the convexity of an option and the randomness in the underlying. Ito in higher dimensions. Proof of Black-Scholes pde - linear parabolic partial differential equation. Construct a portfolio of a long option position and a short position with quantity Δ. Assume the stock price follow a lognormal distribution. The instance change of portfolio value:.
TOTAL PAGES IN THIS WEBSITE
16
Pricing
http://www.nookser.com/index.php/trading/pricing
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Larger barrier shift is needed in following situation:. 1 The larger the size of the positions. 2 The larger the difference between strike price and barrier level. 3 The higher volatility of the underlying stock. 4 The shorter time left to maturity. KO-call KI-call = European call. KO-put KI-put = European put.
Dynamic Hedging
http://www.nookser.com/index.php/trading/dynamic-hedge
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Early exericse of american call option:. If the option has a large delta and the option price is close to intrinsic value, it may be better to early exercise. It is better to compare the value of premium before ex-dividend day against the premium after ex-dvidiend day with the share price minus the dividend. Management of Pin Risk. Cash Settlement at close:. Physical settlement at close:.
Market Grid
http://www.nookser.com/index.php/marketgrid
Skip to main navigation. Skip to 1st column. Skip to 2nd column.
Derivative
http://www.nookser.com/index.php/derivative/option
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Black-Scholes options formula on a stock providing a continuous dividend yield at a rate q. D1 and d2 are given by. The Risk of options. The theta could be positive: A far in-the-money European put option on non-dividend paying stock. The sensitivity of vega with respect to changes in the underlying. The sensitivity of vega with respect to changes in implied volatility. European option with dividend. American option with dividend.
Convertible
http://www.nookser.com/index.php/derivative/convertibles
Skip to main navigation. Skip to 1st column. Skip to 2nd column. 1 Buy a distressed convertible with high current yield and short the stock with corresponding delta. This will generate high income with little downside risk. 2 Buy deep-in-the money convertible with high delta and short the stocks. The capital requirement is small and the trade could be benefit by using high leverage. The risk of convertible arbitrage. Borrow rate of stock loan:. The trader will lost money on the convertible premium and th...
Exotic
http://www.nookser.com/index.php/trading/products
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Is the realised volatility. Is the volatility strike. N is the variance notional. Without volatility skew, the delta is zero. Vega is constant with stock price change but decreases linearly over time. Gamma dollar is constant with stock price change.Gamma is constant over time. Theta keep constant over time. The payoff of conditional variance swap is:. Payoff = Variance Notional * (CRV - Strike) * Blended variance. And maturity date T.
BabyG
http://www.nookser.com/index.php/project/android
Skip to main navigation. Skip to 1st column. Skip to 2nd column. The drawing program is originally designed for my little daughter. Ease of use is the main focus of the program. Color and size of paint brush could be changed easily. Different shapes could be rotated or enlarged. Art works could be sent to facebook, gmail and etc. All drawing could be viewed quickly in BabyG's gallery.
Market Microstructures
http://www.nookser.com/index.php/trading/market-microstructures
Skip to main navigation. Skip to 1st column. Skip to 2nd column. Last trading day - The business day preceding the second Friday of each contract month. Special Quotation - Thje total sum of opening prices of each components stock of Nikke on the business day following the last trading day. Nikkei 225 rebalancing announcement. Last trading day - The business day preceding the second Friday of each contract month. Stock price formation - Special quote. Securities eligible for short selling.
Commodities
http://www.nookser.com/index.php/derivative/commodities
Skip to main navigation. Skip to 1st column. Skip to 2nd column. The volatility of forward prices tends to decrease with their maturity. The long-term contract prices tend to remain unchanged since production adjustment is likely to take place before contracts come to delivery at maturity.
TOTAL LINKS TO THIS WEBSITE
17
DerivSpeak : options backtesting made easy
Options backtesting made easy. The DerivSpeak API allows you to express Options strategies easily. Just a few lines of code can run a backtest against gigabytes of historical data! DerivSpeak integrates with and enhances your existing quantitative, technical, or fundamental strategy. Imagine being able to use Options in your backtest just as easily as one would use stocks and ETFs! What if we just sold an AAPL Straddle every Week? Aapl pnl = GetPnL(aapl straddles). Contact us at hello@derivspeak.com.
CatalystCatcher.com
Thursday, February 18, 2010. Catalyst Catcher for 2/18/10. Before the Open: GT, MGM, PEG, WMT. After the Close: CBS, DELL, INTU, IM, FSLR. 8:30 PPI, Initial Jobless Claims. 10:30 Petroleum Status Report. Mobile World Congress in Barcelona (Feb 15-18). Posted by LA Phil. Wednesday, February 17, 2010. Catalyst Catcher for 2/17/10. Before the Open: DE, DVN, GENZ, HST, PCLN, XTO. After the Close: ADI, AMAT, CAR, CHK, HPQ, LVS, NTAP, NVDA, SKX. 9:15 Industrial Production and Capacity Utilization. Bearish inve...
DerivStrategies | Derivative Strategies For Making Money Online
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Web hosting provider - Justhost.com - domain hosting - PHP Hosting - cheap web hosting - Frontpage Hosting E-Commerce Web Hosting Justhost
Web Hosting from Just Host. Design By Design Fusions.
Derivative Project
Skip to main navigation. Skip to 1st column. Skip to 2nd column. The Option Calculator is implemented with JQuanlib pricing library. The calculator could price European and American Option. You could choose different pricing methods such as finite difference method, various binonmial method and Black-Scholes formula. The program could be used for analyzing risk sensitivity of option strategy. It is implemented using JQuantlib and JFreeChart library. Thanks for Open Source Initiative! And java 1.6 ins...
The domain www.derivtrade.com is registered by NetNames
The domain name www.derivtrade.com. Has been registered by NetNames. Every domain name comes with free web and email forwarding. To forward your domain name to another web page or site, log into your control panel at www.netnames.com. And change the web forwarding settings.
ICAP Derivx
ICAP mid-price matching platform now supporting EUR and GBP IRS fixed income, cross currency basis and Sovereign CDS products. Delivering multi-legged implied matching of strategies and outright swaps with no legging risk or chain limitation. ICAP DerivX Sales IRS. Telephone: 44 (0) 20 7000 5890. Email: derivx.sales@icap.com. Website: derivx.icap.com. ICAP E-Sales Sovereign CDS. Telephone: 44 (0) 20 7000 5870. ICAP plc 2018. ICAP and other service marks and logos are service marks of ICAP plc.
deriw-eixip (Lauren Ashlie) - DeviantArt
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Detlef R. Walter (DERIWA)
Detlef R. Walter (DERIWA). Mein Unternehmen mit Sitz in Quickborn bietet Ihnen Dienstleistungen rund um PC, Netzwerk und Internet. Informieren Sie sich über alle Möglichkeiten für Privat- und Firmenkunden. Benötigen Sie etwas rund um Telefon, Internet und Webhosting, sind Sie in meinem 1&1 Shop.
Deriwa_14_1
Mein Unternehmen mit Sitz in Quickborn bietet Ihnen Dienstleistungen rund um PC, Netzwerk und Internet. Informieren Sie sich über alle Möglichkeiten für Privat- und Firmenkunden. Benötigen Sie etwas rund um Telefon, Internet und Webhosting, sind Sie in meinem 1&1 Shop genau richtig.
