Re:Yield Curves Invert in U.S., U.K
by rolltiide on Wednesday August 14, 2019 @09:58AM
(#20695586)
the only similarity is that a deep ITM option is an asset that decreases in value in one way while gaining in value in another way, due to the same forces.
a negative yielding bond - or a bond going towards negative yield - decreases in value one way while gaining in a value another way, the more it gains in value the deeper the negative yield goes.
a negative yielding bond - or a bond going towards negative yield - decreases in value one way while gaining in a value another way, the more it gains in value the deeper the negative yield goes.