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Actuarial Science derivatives (correct answers)

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Long forward description agree to buy an asset in future at set price short forward description agree to sell an asset in future at set price buy a call description buy the right to buy an asset at a fixed price write a call description obliged to possibly sell asset at fixed price negative slope you are bearish positive slope you are bullish buy a put description buy the right to sell an asset at a fixed price write a put description obliged to possibly buy asset at fixed price (derivative and outlook) long forward long, bullish (derivative and outlook) short forward short, bearish (derivative and outlook) buy a call long, bullish (derivative and outlook) write a call short, bearish (derivative and outlook) buy a put long, bearish (derivative and outlook) write a put short, bullish call bull spread buy call (k1) and sell a call (k2) put bull spread buy a put (k1) and sell a put (k2) call bear spread sell a call (k1) and buy a call (k2) put bear spread sell a put (k1) and buy a put (k2) call ratio spread buy m calls at (k1) and sell n call at (k2) put ratio spread sell m puts at (k1) and buy n puts with (k2) floor long asset, long put cap short asset, long call

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Actuarial Science derivatives (correct answers)
Long forward description agree to buy an asset in future at set price

short forward description agree to sell an asset in future at set price

buy a call description buy the right to buy an asset at a fixed price

write a call description obliged to possibly sell asset at fixed price

negative slope you are bearish

positive slope you are bullish

buy a put description buy the right to sell an asset at a fixed price

write a put description obliged to possibly buy asset at fixed price

(derivative and outlook) long forward long, bullish

(derivative and outlook) short forward short, bearish

(derivative and outlook) buy a call long, bullish

(derivative and outlook) write a call short, bearish

(derivative and outlook) buy a put long, bearish

(derivative and outlook) write a put short, bullish

call bull spread buy call (k1) and sell a call (k2)

put bull spread buy a put (k1) and sell a put (k2)

call bear spread sell a call (k1) and buy a call (k2)

put bear spread sell a put (k1) and buy a put (k2)

call ratio spread buy m calls at (k1) and sell n call at (k2)

put ratio spread sell m puts at (k1) and buy n puts with (k2)

floor long asset, long put

cap short asset, long call

Información del documento

Subido en
3 de mayo de 2023
Número de páginas
4
Escrito en
2022/2023
Tipo
Examen
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$9.39

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