A finance and risk management technique that is based on a put-call parity strategy that consists of selling a put and buying call, while shorting the underlying stock. As long as the put and call have the same underlying, strike price and expiration date, a synthetic long position will have the same risk/return profile as ownership of an equivalent amount of the underlying stock.
International Stocks... Why?
Is Retirement Dangerous to Your Health?
What Makes the US Economy Tick?
What is a fractal?
Why ETFs are Passively Managed?
SEE FOREX TUTORIAL
Principles of Trading: Introduction
Principles of Trading: Leverage and Margin
Starting Your Own Small Business: Choosing What You Want to Sell
Digesting Financial Statements: Introduction
Health Savings Account: Introduction
|Rightmove House Prices
|Bundesbank Monthly Report
|Industrial Product Price Index
|Raw Materials Price Index
|Monetary Policy Meeting Minutes
|Current Account (sa)
|BOE Deputy Governor for Monetary Policy Ben Broadbent Speaks
|Consumer Price Index