partical option

The idea of exchanging stocks and government bonds to enhance the liquidity of government bonds can be fully achieved by utilizing options used in the securities market for over-the-counter transactions. The premise of this idea is based on the perspective that options are not merely a partial pricing mechanism within the securities market but rather constitute an independent option market that forms a new marketing framework. If this perspective is supported, the independence of the options market would allow options to play a dedicated role in the voluntary adjustment between stocks and government bonds. As a result, this mechanism would contribute significantly to the liquidity of securities in the domestic market.

この計算式の形で使われているのは損失関数としてのオプションです オプションの役割は 証券市場内取引では権利を行使するか または放棄するかのいずれかです 特に 後者の場合損失関数 としての側面が表面化しやすい と見ています

国債 :
銘柄 :
損失 :
損失 :
残高