Англо-русский экономический словарь.
Hedged portfolio — A portfolio consisting of the long position in the stock and the short position in the call option, so as to be riskless and produce a return that equals the risk free interest rate. The New York Times Financial Glossary … Financial and business terms
hedged portfolio — A portfolio consisting of a long position in the stock and a long position in the put option on the stock, so as to be riskless and produce a return that equals the risk free interest rate. Bloomberg Financial Dictionary … Financial and business terms
Naked Position — A securities position that is not hedged from market risk. Both the potential gain and the potential risk are greater when a position is naked instead of covered (a covered position is hedged from market risk). If an investor simply holds 500… … Investment dictionary
open position — naked position A trading position in which a dealer has commodities, securities, or currencies bought but unsold or unhedged (see hedge), or sales that are neither covered nor hedged. In either case the dealer is vulnerable to market fluctuations … Accounting dictionary
open position — naked position A trading position in which a dealer has commodities, security, or currencies bought but unsold or unhedged (see hedge), or sales that are neither covered nor hedged. In either case the dealer is vulnerable to market fluctuations… … Big dictionary of business and management
Square Position — A term used in foreign exchange trading. The term square position denotes that the positions of the currency dealer are offsetting – the buy positions of the dealer are equal to the sell positions. When a dealer is in a square position, the … Investment dictionary
Naked Position — A long or short position that has not been hedged. ► See also Hedging … Financial and business terms
square position — An open position that has been covered or hedged … Accounting dictionary
Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia
Over-Hedging — A hedged position in which the offsetting position is for a greater amount than the underlying position held by the firm entering into the hedge. The over hedged position essentially locks in a price for more goods, commodities or securities than … Investment dictionary
De-hedge — The process of closing out positions that were originally put in place to act as a hedge in one s portfolio. De hedging involves going back into the marketplace and closing out hedged positions, which were previously taken to limit an investor s… … Investment dictionary
