Following the first article of the series in which we analyzed the greeks of a Binary option, in this second part of the series we would like to introduce Asian options and their greeks. Asian options are part of a broader macro-class of exotic derivatives named Path Dependent Derivatives; in Read more…
“Option Greeks” is the common name for the sensitivities in price of options or, in general, of derivatives and portfolios of derivatives, with respect to different factors, such as spot price of the underlying, implied volatility, risk-free interest rate, etc. Each Greek represents the ratio between the change in price Read more…
Introduction Volatility is a key feature of financial markets. It is commonly used as a measure for risk and is a common an indicator of the investors’ fear and concern about the future. While higher volatility means bigger profits and losses in a directional strategy (one which bets on a Read more…
From a technical point of view, NIKKEI recent movements do not deliver any blatant signal to ground expectations on: last closure stands close to the moving average and the RSI lies flat around 50. However, we believe it’s worth to take a stand on the general markets’ sentiment over Japan. Read more…