Template:M summ Equity Derivatives 6.4: Revision history

Jump to navigation Jump to search

Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.

6 August 2023

  • curprev 07:5107:51, 6 August 2023Amwelladmin talk contribs 729 bytes +729 Created page with "Equity derivatives, being a delta-one product provided by swap dealers on the presumption that they take no market risk and hedge out all risks in the physical market, depends on the venues for that physical market being open as usual, and throughout the trading session (especially where Transactions are priced on volume-weighted average prices. An {{eqderivprov|Exchange}}, therefore, being such a place..."