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Delta One
Delta One products are financial derivatives that have no optionality and as such have a delta of (or very close to) one - meaning that for a given instantaneous move in the price of the underlying asset there is expected to be an identical move in the price of the derivative. Delta one products can sometimes be synthetically assembled by combining options. For instance, you can be long a forward on WTI crude oil at price X by buying a X strike call and selling a X strike put. Delta one products often incorporate a number of underlying securities and as such give the holder an easy way to gain exposure to a basket of securities in a single product. ==Delta== The delta measures the sensitivity of a derivative's value to changes in the price of the underlying asset. The delta (Δ) of an instrument is the first mathematical derivative of the option value with respect to the underlier's price.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Delta One」の詳細全文を読む
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