翻訳と辞書 Words near each other ・ Risqué (album) ・ Risk of loss ・ Risk of Missed PRRS PCR Detection ・ Risk of mortality ・ Risk of Rain ・ Risk of ruin ・ Risk panel ・ Risk parity ・ Risk perception ・ Risk pool ・ Risk premium ・ Risk reduction ・ Risk register ・ Risk retention group ・ Risk return ratio ・ Risk reversal ・ Risk Revival ・ Risk Rock ・ Risk society ・ Risk Takers ・ Risk transformation ・ Risk Warning System ・ Risk! ・ Risk, Hazards & Crisis in Public Policy ・ Risk-adjusted return on capital ・ Risk-aware consensual kink ・ Risk-based auditing ・ Risk-based authentication ・ Risk-based inspection ・ Risk-based pricing Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Risk reversal ： ウィキペディア英語版 Risk reversal in finance, risk reversal (also known as a ''conversion'' when an investment strategy) can refer to a measure of the volatility skew or to an investment strategy. ==Risk Reversal investment strategy== A risk-reversal is an option position that consists of being short (selling) an out of the money put and being long (i.e. buying) an out of the money call, both with the same maturity. A risk reversal is a position which simulates profit and loss behavior of owning an underlying security; therefore it is sometimes called a synthetic long. This is an investment strategy that amounts to both buying and selling out-of-money options simultaneously. In this strategy, the investor will first make a market hunch; if that hunch is bullish he will want to go long. However, instead of going long on the stock, he will buy an out of the money call option, and simultaneously sell an out of the money put option. Presumably he will use the money from the sale of the put option to purchase the call option. Then as the stock goes up in price, the call option will be worth more, and the put option will be worth less.〔http://www.quantprinciple.com/invest/index.php/docs/quant_strategies/riskreversal/ Theory of Risk Reversal〕 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「Risk reversal」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.