An exchange-traded contract (and a derivative) whereby the holder is under obligation to buy or sell a specific asset (security or commodity) for a predetermined...

An adjustment to the number of futures contracts used to hedge a position in an attempt to make the present market exposure...

In the context of futures contracts, it is a small adjustment that has to be made to the formula used...

The smallest price change increment that a future contract is allowed to have by an exchange. The tick for a...

The smallest price change increment that a future contract is allowed to have by an exchange. The minimum price movement...

It stands for minimum variance hedge ratio; a mathematical tool for determination of the optimal cross hedging ratio. This means...

A mathematical tool for determination of the optimal cross hedging ratio. This means the minimum variance between the gain/ loss...

Also known as minimum variance hedge ratio (MVHR); a mathematical tool for determination of the optimal cross hedging ratio. This...