Sentences with phrase «average price of an underlying asset»

Method of creating and trading derivative investment products based on a volume weighted average price of an underlying asset (Dennis O'Callahan, Catherine Shalen 2006)

Not exact matches

A bond fund with a longer average maturity will see its net asset value (NAV) react more dramatically to changes in interest rates as the prices of the underlying bonds in the portfolio increase or decline.

Identifying areas where the price of an underlying asset has been unjustifiably pushed to extremely low levels is the main goal of many technical indicators such as the relative strength index, the stochastic oscillator, the moving average convergence divergence and the money flow index.

I valued the NAV of the partnership's underlying assets at about $ 17.35 per unit and was able to purchase units for an average price of around $ 11.65.

The Black — Scholes formula has only one parameter that can not be directly observed in the market: the average future volatility of the underlying asset, though it can be found from the price of other options.

On page 12 of the Office of Thrift Supervision's Selected Asset and Liability Price Tables (As of March 31, 2011), shows a WAC of 5 % with a base pre-payment rate of 17 % (WAC is the weighted average coupon of the underlying collateral or mortgages.

Meanwhile price fluctuations in cryptocurrencies mean that a shrewd party could opportunistically state the price of their cryptocurrency holdings during a convenient dip, while the average value of the underlying assets could be many points, even 40 %, higher.