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Quantitative Finance · Glossário

O que é Single-stock future?

Definition 22.5 Markets I: The Ecosystem and Exchange-Traded Markets · Capítulo 22 — Equity Index and Single-Stock Futures Worldwide

A single-stock future is a future on one share, settled in cash or by delivery of the shares. It is a delta-one wrapper (Chapter 17): financing inside the price, no stock borrow needed to be short, and corporate actions handled by the exchange’s adjustment of the contract.

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