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Guys, could anyone help me understanting why a asian option close to maturity has a delta of0 ? Tks

Does anyone remeber the alternatives in the backtest hypothesis test question, two hypothesis below 2,58 and two greater 2,58. What were the values ? Tk you!

Hum.... i saw in: McDonald, Commodity Forwards and Futures & Geman, Fundamentals of Commodity Spot and Futures Markets "An Exchange For Physicals is an agreement between a party holding a long Futures position and a party with an equal size short position to enter a bilateral contract...

What about an exchange for physicals ? You need to tell clearing house with whom you make the transaction on the floor of exchange.

You use market vol to calculate beta and consequently treynor measure