Gaois

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  1. FINANCE · FINANCE|financial institutions and credit
    suíomh deilteneodrach Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    neutraler Delta | Delta-neutrale Position
    de
    Definition kombinierte Position (Basiswert + gegenläufige Option), welche bei Kursänderungen (im Regelfall innerhalb eines begrenzten Bereichs) im Basiswert IATE:888586 keinerlei Wertänderungen erfährt und damit ein Gesamtdelta IATE:856351 von Null ausweist Reference vgl Wirtschaftslexikon 24 http://www.wirtschaftslexikon24.com/d/delta-neutral/delta-neutral.htm (12.5.2015)
    Comment XREF: Delta-Absicherung IATE:892669 ; Delta-neutrale Absicherung IATE:3518915
    delta-neutral position | zero delta | delta neutral position
    en
    Definition situation where the total delta from an investor's short position and long position is zero Reference Council-EN, based on: Commission Staff impact assessment accompanying the proposal for a Council Directive implementing enhanced cooperation in the area of financial transaction tax, CELEX:52013SC0028/EN
    Comment Sometimes referred to as "zero delta"
    position delta neutre
    fr
    Definition position qui se caractérise par une exposition nulle aux petites variations du prix des actifs sous-jacents Reference Banque de France, Revue de la stabilité financière, numéro spécial hedge funds, n° 10, avril 2007: https://www.banque-france.fr/fileadmin/user_upload/banque_de_france/archipel/publications/bdf_rsf/etudes_bdf_rsf/bdf_rsf_10_etu_5.pdf [30.7.2015]