Financial and business terms. 2012.
hedged portfolio — A portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk free interest rate. Bloomberg Financial Dictionary … Financial and business terms
Delta neutral — In finance, delta neutral describes a portfolio of related financial securities, in which the portfolio value remains unchanged due to small changes in the value of the underlying security. Such a portfolio typically contains options and their… … Wikipedia
Greeks (finance) — The Greeks redirects here. For the ethnic group, see Greeks. In mathematical finance, the Greeks are the quantities representing the sensitivities of the price of derivatives such as options to a change in underlying parameters on which the value … Wikipedia
Securities lending — In finance, securities lending or stock lending refers to the lending of securities by one party to another. The terms of the loan will be governed by a Securities Lending Agreement , which, under U.S. law, requires that the borrower provides the … Wikipedia
Real options valuation — Real options valuation, also often termed Real options analysis,[1] (ROV or ROA) applies option valuation techniques to capital budgeting decisions.[2] A real option itself, is the right but not the obligation to undertake some business decision; … Wikipedia
Options arbitrage — trades are commonly performed by floor traders in the options market to earn small profits with very little or zero risk. Traders perform conversions when options are relatively overpriced by purchasing stock and selling the equivalent options… … Wikipedia
Rocking Wall St. by Gary Marks — Infobox Book name = Rocking Wall St: Four Powerful Strategies That Will Shake Up the Way You Invest, Build Your Wealth, and Give You Your Life Back author = Gary Marks genre = Finance language = English publisher = John Wiley Sons release date =… … Wikipedia
Zomma — An options greek used to measure the change in gamma in relation to changes in the volatility of the underlying asset. Zomma, though considered a third level greek, is a first derivative of volatility, a second degree derivative of an underlying… … Investment dictionary
Хеджированный портфель — портфель, составленный из длинной позиции в акциях и короткой позиции в опционе колл. По английски: Hedged portfolio См. также: Инвестиционные портфели Хеджирование в портфельном инвестировании Финансовый словарь Финам … Финансовый словарь
Companies listed on the Toronto Stock Exchange (I) — Toronto Stock Exchange listed stocks: 0 9 A B C D E F G H I J K L M N O P Q R S T U V W … Wikipedia
