Adjustments of the Exchange-traded Contract (Averaging) - Equity Derivatives Provision: Difference between revisions

Revision as of 11:13, 2 August 2016

Note this text is identical to the text of 6.8(d), except that that relates to Futures Price Valuation.

Equity Derivatives Anatomy™

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Resources About the Equity Derivatives Definitions \| (full wikitext) \| (nutshell wikitext) \| Equity v credit derivatives showdown Hot topics Synthetic Prime Brokerage Anatomy \| The Triple Cocktail \| Cancellation and Payment \| Calculation Agent TOC \| 1 General Definitions \| 2 Option Transactions \| 3 Exercise of Options \| 4 Forward Transactions \| 5 Equity Swap Transactions \| 6 Valuation \| 7 Settlement \| 8 Cash Settlement \| 9 Physical Settlement \| 10 Dividends \| 11 Adjustments and Modifications \| 12 Extraordinary Events · 12.8 Cancellation Amount · 12.9 Additional Disruption Events · 12.9 List of ADEs · 12.9(b) Consequences of ADEs \| 13 Miscellaneous Index: Click ᐅ to expand: Equity Derivatives - Premium Synthetic Prime Brokerage

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Revision as of 11:56, 8 November 2012 (view source) Amwelladmin (talk \| contribs) (→‎Commentary) ← Older edit		Revision as of 11:13, 2 August 2016 (view source) Amwelladmin (talk \| contribs) m (Text replace - "{{eqderivanatomy}}" to "{{anat\|eqderiv}}") Newer edit →
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