Posts Tagged ‘Finanzas 101



17
Nov
10

Finanzas 101: Yield Curve y la Fed

Mark Thoma, armó un post sencillo y explicativo (gráficos gráficos) sobre el QE2 (alias maquinita).

So that’s QEII. It’s nothing more than conventional monetary policy moved out along the yield curve.

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03
Nov
10

Finanzas 101: Tasas bajas (Fed)

La Fed de Saint Louis tiene un articulo sobre los beneficios y los costos de tasas de interes bajas (cero). Hay un condimento político, igual vale leerlo.

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The lowering of interest rates to raise asset prices can be a double-edged sword. On the one hand, higher asset prices increase the wealth of households (which can boost spending) and lowers the cost of financing capital purchases for business. On the other hand, low interest rates encourage excess borrowing and higher debt levels.

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26
Oct
10

Finanzas 101: VIX

No es el primer post que linkeamos explicando el VIX, pero creo tampoco sera el ultimo. En este caso, Credit Writedowns explica porque hay que estar checkeando el VIX de forma diaria.

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So, as you can see, the VIX is much more valuable than the financial news ever explains. It’s not just a measure of volatility or fear. It is a moving prediction of the future. That’s why stock analysts get very afraid of a rising VIX. It’s a warning signal of things to come.

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06
Oct
10

Finanzas 101: El “Encanto” de una Opcion

Condor Options tiene un breve e ilustrado post sobre el delta decay. Así mismo menciona libros como el de McMillan y el de Natenberg.

But even the Natenberg book (and, if I remember correctly, McMillan) don’t discuss the difference between the deltas of options with identical strike prices but different expirations. As expiration approaches, the delta of in-the-money options approaches one, while the delta of out-of-the-money options approaches zero. Known also as “charm,” delta decay is a second-order Greek that measures the rate of change of delta per day.

04
Oct
10

Finanzas 101: Carry Trade

El siguiente post de Falkenblog sobre Carry Trade, inaugura una nueva sección que premia las explicaciones simples de los diversos conceptos que rondan el mundo de las finanzas.

(…)The Carry Trade in currency markets is when you borrow in the currency with the low interest rate, and then invest that in the currency with the higher interest rate. If the exchange rate does not change, this generates a positive return. Uncovered Interest Rate Parity is a theory that connects current to future spot rates. This theory states that you have two ways of investing, which should be equal.

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"It is hard to be finite upon an infinite subject, and all subjects are infinite." Herman Melville

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