Derivatives
Double No Touch Linked Swap
August 11, 2021
Derivatives
Variance Gamma Model
August 11, 2021

Another name for a ratio backspread. It was termed so (vacation spread) because it is one of the most secure option trading strategies, where an investor entering a position in a ratio backspread can be free of care as to following up his strategy which would generate income almost in all cases. So much so that an investor can go on vacation and come back just to see his position having made a profit.

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