I have a question regarding quanto options in the interdealer market. When a trader hedges his quanto risk in the interdealer market, he trades...
There are certain tech stocks in US which don't pay dividends hence the financing cost can be directly observed from synthetic forward prices....
Let's assume I was able to imply dividends from liquid options for the next 3 years, but I want to price an option expiring in the 4rd year from...
How reasonable it is to assume that the forwards (implied through call-put parity from European options) on easy-to-borrow European stocks will...
Dividend forecasting services forecast gross dividend amounts. However, forward price drops by the net amount. Given the complexity of dividend...
I've observed that the repo rate implied from synthetic forwards on Euro Stoxx 50 is significantly higher than the repo rate implied from...
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