翻訳と辞書
Words near each other
・ Delta Virginis
・ Delta Volantis
・ Delta Warp
・ Delta Waterfowl Foundation
・ Delta Network
・ Delta neutral
・ Delta Normae
・ Delta North
・ Delta Octantis
・ Delta of Venus
・ Delta of Venus (film)
・ Delta Omega
・ Delta Omega Epsilon
・ Delta Omicron
・ Delta Omicron Sigma
Delta One
・ Delta operator
・ Delta Ophiuchi
・ Delta Padano
・ Delta Park
・ Delta Park (Johannesburg)
・ Delta Park/Vanport MAX Station
・ Delta Pavonis
・ Delta Peak
・ Delta Pegass
・ Delta Persei
・ Delta Phi
・ Delta Phi Beta
・ Delta Phi Epsilon
・ Delta Phi Epsilon (professional)


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Delta One : ウィキペディア英語版
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



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.