A type of bucketing which captures the exposure between cash positions and an option‘s expiration month. In other words, the risk of an option position are segmented according to a specific parameter in time interval by showing the risk arising when moving from cash to a future maturity. It particularly suits positions which starts immediately (not forward) and involves options with certain expiation dates.
Derivatives
Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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