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Yiwei
Yiwei is 27% done with 期权, 期货和其他衍生品 Options, Futures, and Other Derivatives
Ch.10
long call的收益为 max(ST-K,0)
short call的收益为 -max(ST-K,0)=min(K-ST,0)
long put的收益为 max(K-ST,0)
short put的收益为 -max(K-ST,0)=min(ST-K,0)
Nov 13, 2025 02:23AM Add a comment
期权, 期货和其他衍生品 Options, Futures, and Other Derivatives

Yiwei
Yiwei is 2% done with 期权, 期货和其他衍生品 Options, Futures, and Other Derivatives
期货和远期本质上相似(都是预先约定未来交易价格的合约),但最关键的区别确实在于【交易场所】以及由此衍生出的一系列操作和风险特征:前者有deposit保证金、mark to market每日盯市、margin account保证金账户
Oct 29, 2025 03:21PM Add a comment
期权, 期货和其他衍生品 Options, Futures, and Other Derivatives

Yiwei
Yiwei is on page 91 of 420 of Principles of Sustainable Finance
Several governance mechanism for listed companies(p.87):
* Executive contracts & compensation packages
* Type of share holders
* Creditors
* Non-executive/supervisory board monitoring

Besides company, other organization forms (p.88):
* Private company
* Cooperation
* B corporation
* Social enterprise/foundation with a social and/or environmental goal
* Governmental organization with a public objective
Oct 20, 2025 01:13PM Add a comment
Principles of Sustainable Finance

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