返回列表 发帖

calculating NP required to hedge--swaps,currency swaps. futu

Some times we need to use (Bt-B)/(Bf) to calculate the ratio of NP needed.
some times we just need Value in the position/ price of future
anyone understand what i am referring to here?
this is the intermediate step before finding out the number of future contracts we need to sell/buy

返回列表