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A real estate derivative is a financial instrument whose value is based on the price of real estate. The core uses for real estate derivatives are: hedging positions, pre-investing assets and re-allocating a portfolio. The major products within real estate derivatives are: swaps, futures contracts, options (calls and puts) and structured ...
Singapore Real Estate Exchange (SRX) is a consortium of leading real estate agencies administered by StreetSine Technology Group in Singapore. [1] The Exchange provides the prices of recently sold properties to participating real estate agents more rapidly than conventional, official channels run by the Urban Redevelopment Authority and Housing Development Board.
A trader can begin the options trade by either buying — “going long” — or selling — “going short.” One can buy or sell a call or put. When shorting, the trader instructs their broker ...
CrowdStreet is a real estate investment platform founded in 2014 with the goal of connecting accredited investors with investing opportunity sponsors. The company has raised over $4.3 billion for ...
enter into one short forward contract costing 0. A short forward contract means that the investor owes the counterparty the asset at time . The initial cost of the trades at the initial time sum to zero. At time the investor can reverse the trades that were executed at time . Specifically, and mirroring the trades 1., 2. and 3. the investor
The Council for Estate Agencies (CEA) was established on 22 October 2010 as a statutory board of the Ministry of National Development to regulate and develop the real estate agency industry in Singapore.
In finance, being short in an asset means investing in such a way that the investor will profit if the market value of the asset falls. This is the opposite of the more common long position, where the investor will profit if the market value of the asset rises.
The simultaneous purchase of convertible bonds and the short sale of the same issuer's common stock is a hedge fund strategy known as convertible arbitrage. The motivation for such a strategy is that the equity option embedded in a convertible bond is a source of cheap volatility, which can be exploited by convertible arbitrageurs.