EUR

Basic Fixed Income Derivative Hedging

This article introduces you to the basics of hedging fixed income derivatives trades.  It is meant to be a practical guide to understanding basic hedging.  Three common trade examples are presented with examples of different potential hedges.  Volatility smiles are touched on, as are the Greeks (delta, gamma, theta, vega, rho) and other risk measures (PV01/DV01, duration, convexity).   The language is written in layman’s terms as much as possible to facilitate understanding of hedging concepts without getting too deeply into complex mathematics.

Gamma Scalping vs. Bleeding

http://learning.saxobank.com/forex/options/gamma_scalping.aspx

Introduction

As option theory hinges on volatility, the most basic decision for an investor involves his/her expectations with regards to the volatility of the market. An investor's view on the expected volatility will decide whether the person in question will be a seller or a buyer in the market.

What did I say then?

Bilateral deals will impede trade in east Asia | FT (7 years 11 weeks ago):

......In contrast to Europe and North America, east Asia's economic integration through trade owe...

Syndicate content
Theme provided by Danang Probo Sayekti.