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[1] A short ladder is the opposite position of a long ladder. Thus, for the first example above, the corresponding short call ladder would involve selling a 90 call, buying a 95 call, and buying a 105 call. For the second example, the corresponding short put ladder would involve selling a 110 put, buying a 105 put, and buying a 95 put. [1]
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. An investor that sells an asset short is, as to that asset, a short seller.
In finance, a put or put option is a derivative instrument in financial markets that gives the holder (i.e. the purchaser of the put option) the right to sell an asset (the underlying), at a specified price (the strike), by (or on) a specified date (the expiry or maturity) to the writer (i.e. seller) of the put.
John Hull and Alan White, "The pricing of options on interest rate caps and floors using the Hull–White model" in Advanced Strategies in Financial Risk Management, Chapter 4, pp. 59–67. John Hull and Alan White, "One factor interest rate models and the valuation of interest rate derivative securities," Journal of Financial and Quantitative ...
Supreme Court Chief Justice John Roberts slammed what he described as “dangerous” talk by some officials about ignoring federal court rulings, using an annual report weeks before President ...
In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...
More: Fannie and Freddie will back homes costing nearly $1 million as prices surge. Still, the scope of the problem – renters have a median net worth of just $10,400 compared to about $400,000 ...
A top government watchdog raised concerns Tuesday over the handling of leak investigations during the first Trump administration that targeted members of Congress and the media despite finding no ...