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...ng money to buy an asset in the [[spot market]] and delivering it in the [[futures market]] where the notional is used to repay the loan. ...al value to yield a higher return provided it is delivered with the stated futures price. ...

...futures are cash-settled, and they differ from regular [[Futures contract|futures]] in that they lack a pre-specified delivery date and can thus be held inde ...{{Cite journal |last=Bragin |first=Aleksey |date=2015-12-30 |title=Inverse Futures in Bitcoin Economy |url=https://papers.ssrn.com/abstract=2713755 |language= ...

...arts.com/learning/stocks_to_use.html |title=Stocks to Use Ratio |publisher=Futures Trading Charts |accessdate=December 15, 2022}}</ref> [[Category:Commodity markets]] ...

{{about|the implied volatility index in financial markets|the Marvel Comics storyline|Inhumans vs. X-Men}} ...lied Volatility Index measure was introduced for 30 day term for US equity markets ...

...Anthony J. |title=Option Spread Strategies: Trading Up, Down, and Sideways Markets |date=20 May 2010 |publisher=John Wiley & Sons |isbn=978-0-470-88524-6 |pag ...on [[futures contract|futures]] is not a true jelly roll if the underlying futures have different expiry dates.<ref name="Natenberg chapter 15"/> ...

...ifferential equation]]s to modeling and [[risk management]] in [[financial markets]]. ...etween the futures price and the forward price of an asset.  The El Karoui futures-forward covariance formula states ...

...IDAS Technical Analysis: A VWAP Approach to Trading & Investing in Today's Markets''. Hoboken, New Jersey: John Wiley & Sons, Inc. {{ISBN|978-1-57660-372-7}}. This fundamental order in the markets - the interplay between [[support and resistance]] - is a coaction between ...

...[money market]] rate1 and rate2 based on deposit rates, [[Futures contract|futures]] prices and [[swap rate]]s ...of [[portfolio insurance]] in 1987). This situation often creates "one way markets" and sometimes liquidity squeeze situations in long-term FX volatilities, b ...

...|first1=R. |author2=M. Chaudry |title=Coskewness and Cokurtosis in Futures Markets |journal=Journal of Empirical Finance |year=2001 |volume=8 |issue=1 |pages= ...

...priately, a more accurate option price can be derived, because in reality, markets are not truly efficient. ...process]],<ref>{{cite book | last = Hull | first = John | title = Options, futures, and other derivatives | publisher = Pearson/Prentice Hall | location = Upp ...

{{further|Black–Scholes model|Brownian model of financial markets|Martingale pricing|Quantitative analysis (finance)#History}} ...iod models were replaced by continuous time, [[Brownian Model of Financial Markets|Brownian-motion models]], and the quadratic [[Utility#Utility_function|util ...

...|portfolios]] of bonds and shares might themselves be split over different markets – for example a highly diverse investor might like to own shares on the [[L ...l=https://books.google.com/books?id=Mmr0zGIlUncC | title=''Starting Out in Futures Trading'' | publisher=McGraw-Hill | year=2001 | accessdate=April 26, 2012 | ...

....elsevier.com/retrieve/pii/S2405851318300059 |journal=Journal of Commodity Markets |language=en |volume=9 |pages=77–100 |doi=10.1016/j.jcomm.2018.02.001}}</re ....gov/market-oversight/mkt-electric/overview.asp|title=FERC: Electric Power Markets – National Overview|website=www.ferc.gov|language=en|access-date=3 May 2018 ...

...lation of the CGMY process and option pricing. |journal=Journal of Futures Markets |year=2014 |volume=34 |issue=12 |pages=1095–1121 |doi= 10.1002/fut.21647| ...

...referendum]] results that "Leave" won the vote against "Remain". Then, the markets continuously fell on 27 and 28 June 2016 before recovered slightly on 29 Ju The Hang Seng Index is traded as a future on the Hong Kong Futures Exchange (HKFE). The full contract specifications are below: ...

...rawdownCCDF.png|170px|thumbnail|The 5000 largest drawdowns for 8 different futures contracts plotted according to their empirical [[CCDF]], shifted by factors ...within the sample of cities in a country, the largest crashes in financial markets, and intraday wholesale electricity prices.<ref name="WheatSor2015Outlier" ...

...ndent groups are examples of such forecasts. Another method is to create a futures market for the target and adjust policy until the market predicts that the ...une">[https://www.theguardian.com/business/2014/jun/24/emerging-developing-markets-work-targeting-ngdp Emerging and developing countries should work on target ...

...ets the additional leverage risk and that leverage through publicly traded futures and [[prime brokerage]] financing of assets also means a high percentage of [[Category:Financial markets]] ...

...of taking advantage of a price difference between two or more {{gli|market|markets}} by striking a combination of matching deals that capitalize upon the imba ...ie">{{cite book|title= An Engine, Not a Camera: How Financial Models Shape Markets|last= MacKenzie|first= Donald|author-link= Donald Angus MacKenzie|year= 200 ...

...pays wages and generates profits when the output of production is sold in markets. ..., 2002, section 2.2; [[Costas Lapavitsas]], ''Social foundations of money, markets and credit''. London: Routledge, 2003; [[Michael Heinrich]], ''Die Wissensc ...