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Documents CMMU - Pair Trading from Threshold Cointegration

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Documents Option Combinations and Positions. Insuring Long Asset: Protective Put Investor owns asset Investor....

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Contents 1 Introduction to derivatives 9 1.1 Derivatives defined . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.2 Products, participants and functions…