Faster access than browser!Similarities between Derivative (finance) and Forward contract
Derivative (finance) and Forward contract have 19 things in common (in Unionpedia): Arbitrage, Counterparty, Derivative (finance), Forward price, Futures contract, Hedge (finance), Leverage (finance), Long (finance), Notional amount, Option (finance), Over-the-counter (finance), Security (finance), Short (finance), Speculation, Spot contract, Spot market, Stock, Swap (finance), Value date.
Arbitrage
In economics and finance, arbitrage is the practice of taking advantage of a price difference between two or more markets: striking a combination of matching deals that capitalize upon the imbalance, the profit being the difference between the market prices.
Arbitrage and Derivative (finance) · Arbitrage and Forward contract ·
Counterparty
A counterparty (sometimes contraparty) is a legal entity, unincorporated entity, or collection of entities to which an exposure to financial risk might exist.
Counterparty and Derivative (finance) · Counterparty and Forward contract ·
Derivative (finance)
In finance, a derivative is a contract that derives its value from the performance of an underlying entity.
Derivative (finance) and Derivative (finance) · Derivative (finance) and Forward contract ·
Forward price
The forward price (or sometimes forward rate) is the agreed upon price of an asset in a forward contract.
Derivative (finance) and Forward price · Forward contract and Forward price ·
Futures contract
In finance, a futures contract (more colloquially, futures) is a standardized forward contract, a legal agreement to buy or sell something at a predetermined price at a specified time in the future.
Derivative (finance) and Futures contract · Forward contract and Futures contract ·
Hedge (finance)
A hedge is an investment position intended to offset potential losses or gains that may be incurred by a companion investment.
Derivative (finance) and Hedge (finance) · Forward contract and Hedge (finance) ·
Leverage (finance)
In finance, leverage (sometimes referred to as gearing in the United Kingdom and Australia) is any technique involving the use of borrowed funds in the purchase of an asset, with the expectation that the after tax income from the asset and asset price appreciation will exceed the borrowing cost.
Derivative (finance) and Leverage (finance) · Forward contract and Leverage (finance) ·
Long (finance)
In finance, a long position in a financial instrument, means the holder of the position owns a positive amount of the instrument.
Derivative (finance) and Long (finance) · Forward contract and Long (finance) ·
Notional amount
The notional amount (or notional principal amount or notional value) on a financial instrument is the nominal or face amount that is used to calculate payments made on that instrument.
Derivative (finance) and Notional amount · Forward contract and Notional amount ·
Option (finance)
In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.
Derivative (finance) and Option (finance) · Forward contract and Option (finance) ·
Over-the-counter (finance)
Over-the-counter (OTC) or off-exchange trading is done directly between two parties, without the supervision of an exchange.
Derivative (finance) and Over-the-counter (finance) · Forward contract and Over-the-counter (finance) ·
Security (finance)
A security is a tradable financial asset.
Derivative (finance) and Security (finance) · Forward contract and Security (finance) ·
Short (finance)
In finance, a short sale (also known as a short, shorting, or going short) is the sale of an asset (securities or other financial instrument) that the seller does not own.
Derivative (finance) and Short (finance) · Forward contract and Short (finance) ·
Speculation
Speculation is the purchase of an asset (a commodity, goods, or real estate) with the hope that it will become more valuable at a future date.
Derivative (finance) and Speculation · Forward contract and Speculation ·
Spot contract
In finance, a spot contract, spot transaction, or simply spot, is a contract of buying or selling a commodity, security or currency for immediate settlement (payment and delivery) on the spot date, which is normally two business days after the trade date.
Derivative (finance) and Spot contract · Forward contract and Spot contract ·
Spot market
The spot market or cash market is a public financial market in which financial instruments or commodities are traded for immediate delivery.
Derivative (finance) and Spot market · Forward contract and Spot market ·
Stock
The stock (also capital stock) of a corporation is constituted of the equity stock of its owners.
Derivative (finance) and Stock · Forward contract and Stock ·
Swap (finance)
A swap is a derivative contract where two parties exchange financial instruments.
Derivative (finance) and Swap (finance) · Forward contract and Swap (finance) ·
Value date
Value date, in finance, is the date when the value of an asset that fluctuates in price is determined.
Derivative (finance) and Value date · Forward contract and Value date ·
The list above answers the following questions
- What Derivative (finance) and Forward contract have in common
- What are the similarities between Derivative (finance) and Forward contract
Derivative (finance) and Forward contract Comparison
Derivative (finance) has 213 relations, while Forward contract has 39. As they have in common 19, the Jaccard index is 7.54% = 19 / (213 + 39).
References
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