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Derivative Valuation

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Category – Derivative Valuation

Derivative valuation is the process of determining the fair value of a derivative, such as options, futures, or swaps, based on underlying assets. In trading, the value of derivatives is derived from the price movements of the underlying securities or commodities. Valuation methods include the Black-Scholes model for options or pricing models for futures contracts. Accurate derivative valuation is crucial for risk management, portfolio optimization, and for traders looking to speculate on asset price fluctuations.

COMMODITIES

Commodities are basic goods used in commerce that are interchangeable with other goods of the same type.

HASH RATE

Hash rate is the measure of computational power per second used when mining cryptocurrencies, indicating the efficiency and security of a blockchain network.

FUTURES CONTRACT

Futures contract is a legal agreement to buy or sell a particular commodity or financial instrument at a predetermined price at a specified time in the future.

SKEWNESS OF RETURNS

Skewness Of Returns measures the asymmetry in the distribution of trade returns.

ARBITRAGE

Arbitrage is the simultaneous purchase and sale of an asset to profit from a difference in the price, exploiting price differences of identical or similar financial instruments on different markets or in different forms.

IMPLIED VOLATILITY

Implied Volatility (IV) measures market expectations of future price fluctuations, derived from options prices. High IV indicates higher expected volatility, affecting option premiums and trading strategies.

COST TO CARRY

Cost To Carry calculates the cost of holding a position, including interest or storage fees.

KURTOSIS OF RETURNS

Kurtosis Of Returns indicates the extremity or "tailedness" of the return distribution.