Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es Dividend supply pressure?

Definition 26.3 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Capítulo 26 — Delta-One and Dividends

Dividend supply pressure is the discount of dividend futures or swaps to expected dividends that arises when hedgers who are naturally long dividends, such as issuers of structured products, sell more than other investors want to buy at fair value.

Leer en el capítulo →