The fund, which is aimed at institutional investors, tracks the DB Option Overwriting Plus Index strategy, which invests 100% in a benchmark index (DJ EuroSTOXX 50, DAX or SMI) and enters into exchange-traded option
contracts on the corresponding price return benchmark index.
21, 2015 /PRNewswire/ -- OptionScape(TM), creator of the most versatile educational and strategy modeling tool for exchange-traded options
, announced today that its stand-alone software version is now available alongside Thomson Reuters Eikon with full data integration.
The Reserve Bank of India (RBI) barred banks from proprietary trading in currency futures and exchange-traded options
, it said on its website on Monday.
According to LCM Research, adding exchange-traded options
and futures contracts to the latter figure represents no less than seven billion barrels of oil.
Was developed for the valuation of exchange-traded options
To address the unique features of ESOs that differentiate them from exchange-traded options
(see chart on page 55), AG/E has developed two new valuation models.
The authors use data on exchange-traded options
to construct implied lookback straddle returns, and show' that they have considerable power to explain the reported returns of CTAs.
Several important differences distinguish LEPOs from standard exchange-traded options
, and these differences have important implications for the pricing of this new security.
Since the embedded call option is not exchange-traded, the call option component of the SIGNs would not be taxed on an annual basis under the mark-to-market rules that apply to exchange-traded options
Now we plan to go on to provide functionality for exchange-traded options
and other OTC derivatives linking up with our sophisticated trade matching capabilities.
All of the Exceed indexes comprise diversified rolling baskets of investment grade fixed income securities and exchange-traded options
linked to the S&P 500 and seek conservative, moderate or aggressive defined outcomes.
In making this decision CPAs should understand that employee share options differ from the usual exchange-traded options
most models were developed to value in a number of ways.