Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Storage deal » ?

Definition 22.1 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Chapitre 22 — Storage, Transport and Physical Optionality

A storage deal is a lease of storage capacity (working volume and injection and withdrawal rates, for a period) that the trader monetises by buying the commodity when it is cheap, holding it and selling when it is dear, hedging each planned injection and withdrawal in the forward market.

Lire dans le chapitre →