Recent content by marchaiseng

Hello, what's the difference between the Z-spread and the i-Spread ? Thx

Hello, When a firm like Hedge Fund or Bank want to manage his risk from the informations from a trading position, which tool can it use ? There are greek letters and VaR, what else ? Thanks, have a nice evening.

I didn't know :) I'm going to look at that. ------------- It's a bit the same thing, isn't ? The Problem is that the options are more expensive than a warrant.

Hii, I have a question please. For example, there is a firm which is quoted on the US markets AND on the UK markets. Can I buy this share in US and sell her in UK ? Is that the same for France, Germany.... ? Thanks

Hii, I would like to have your advices There is a hypothetical case of trading. I take 100 shares of BNP at 53 € = 5300 €. I take a long position (not short). I wish to hedge my portfolio. For example with this warrants : Ici The premium is 0.23 € and the parity about 10, so 1000 warrants...

Hiiiii, I would like to ask, where can I find american Warrant (website or brokerage)? In France, it's almost impossible. Thanks.

Yes, this explication is useful. The value of the both portfolio is always K. I knew that it's good for European options and not to american options, because an american option is "exercisable" during the full time (I don't know whether I am well expressed or not)

OK, thanks a lot !!!! You explain very well. Thanks again.

it's so simple ? Thanks, in fact it's just a basic condition.

Why reasons for c + Ke-rT = p + So ? You have two portfolio : - A: a call and liquidity about Ke-rT - B: a put and the underlying. Thanks :),

Good Evening, I'm reading John Hull and I don't understand very well "call put parity". Why c + Ke-rT = p + So ? And a last question : why So = Ke-rT ? Thanks, PS : c = call p = put K = strike - exercise price r = risk-free interest rate So = underlying (e...

Hiii everybody :), I'm studying in second year at ISC Paris, a french business school. I'm fond of financial market and I have opened my own account when I was 18 years old (21 today). I have known intensive trading period and period without trading:sly:. My favorites shares are BNP, GLE...