Nov. 16, 2018
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Strategy_Indices_L_2_29_e.pdf
between the existing
daily leveraged framework is the gap risk factor that is included in the index calculation in order to
account for hedging costs resulting from the overnight gap risk, hence the...
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Nov. 05, 2018
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VDAX_L_2_7_e.pdf
square root of implied variance across at- & out-of-the-money DAX®
options of a given time to expiration. This model offers great advantages in terms of creating, trading
and hedging derivative...
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Nov. 02, 2018
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Equity_L_9_2_3_e.pdf
a reproduction of the respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-
based portfolios. In addition to the great variety...
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Oct. 23, 2018
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Equity_L_9_2_2_e.pdf
reproduction of the respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-
based portfolios. In addition to the great variety of index...
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Jun. 18, 2018
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Equity_L_9_2_0_e.pdf
reproduction of the respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-
based portfolios. In addition to the great variety of index...
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Jun. 04, 2018
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Equity_L_8_7_0_e - current.pdf
efficient hedging of index-
based portfolios. In addition to the great variety of index warrants, certificates available on
the cash market, the following instruments are traded on Eurex:
DAX® futures...
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May. 31, 2018
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Equity_L_9_0_0_e.pdf
instruments has been created to facilitate efficient hedging of index-
based portfolios. In addition to the great variety of index warrants, certificates available on
the cash market, the following...
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May. 28, 2018
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Equity_Guide_20180528current.pdf
instruments. The transparency of index
calculations permits a reproduction of the respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-...
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May. 16, 2018
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Strategy Indices Guide.pdf
daily leveraged framework is the gap risk factor that is included in the index calculation in order to
account for hedging costs resulting from the overnight gap risk, hence the “Net of Cost (NC)”...
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May. 16, 2018
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Guide Equity Indices.pdf
instruments. The transparency of index
calculations permits a reproduction of the respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-...
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Feb. 07, 2018
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Equity_L_8_4_0_e - current_070218.pdf
respective index portfolio.
A variety of derivative instruments has been created to facilitate efficient hedging of index-
based portfolios. In addition to the great variety of index warrants, certificates...
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Dec. 13, 2012
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ShortDAX x3 and LevDAX x3 Indices to underlie two exchange-traded products for the first time
Deutsche Börse today announced that the ShortDAX x3 and LevDAX x3 indices have been licensed to London-based firm Boost ETP to serve as the basis for exchange-traded products (ETPs) for the first time...
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