-
Bond Future Option
- Author(s):
- Tim Xiao (see profile)
- Date:
- 2021
- Group(s):
- Business Management
- Subject(s):
- Economics
- Item Type:
- Presentation
- Tag(s):
- bond, bond futures, bond future option
- Permanent URL:
- http://dx.doi.org/10.17613/ehz7-ed03
- Abstract:
- A bond future option is an option contract that gives the holder the right but not the obligation to buy or sell a bond future at a predetermined price. The writer/seller receives a premium from the buyer for undertaking this obligation. Options are leveraged instruments that allow the owner to control a large amount of the underlying asset with a smaller amount of money. Bond future options offer significant advantages for reducing costs, enhancing returns and managing risk. They could be European style or American style.
- Notes:
- https://alanwhite1203.github.io/FiBondFutureOption-12.pdf
- Metadata:
- xml
- Status:
- Published
- Last Updated:
- 1 year ago
- License:
- All-Rights-Granted