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Bond Futures Invoice Price vs Futures Price

If I buy a bond Futures I have to pay the current Futures Price but at settlement day I pay the invoice price(=settlement price on position day*conversion factor + accrued interest) which is actually ...
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Does the payoff in a future option contract include the price of the future contract?

This website has this diagram which shows the payoff as $0$ for $S_T\leq X$ or $S_T\geq X$ (depending on the position-option combination). But isn't the buyer/seller of the position down/up the ...
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How to prove the value of a European Call Option is convex on the underlying’s price?

I know the payoff of a European Call at expiration is $\max\{S_T - K,0\}$, where $S_T$ is the underlying price at expiration and $K$ is the strike price. I want to prove convexity of the value of a ...