บลจ. BCD (รหัสบรษิัทจัดการ 0123456789) จัดการกองทุน BCD Equity Flexible Hedge Fund ซ่ึงจดทะเบียนเป็นกองทุน UI Fund (เลขทีจ่ดทะเบียน MF1234/2561) มีการใช้กลยุทธ์ Volatility Arbitrage โดยมีการลงทุนใน
Depostiory Reciepts - A passion to perform, Presentation presented at The Stock Exchange of Thailand. Bangkok. (June 11, 2007). 17 U C# E#G" ".41 4 B 0Z5#/ 4B2/6 :41?=3 401SC3 TCR "* /H bB&/*#"h
volatility will not have a material adverse effect on the Group's financial condition and operating results. Global market uncertainty related to the COVID-19 pandemic, especially the Group's reduced capacity
payment] ▪ Investors who seek stable returns or capital protection. ▪ Investors who intend to invest solely in fixed income securities with good credit rating, high, liquidity, and low-price volatility as
with good credit rating, high liquidity, and low-price volatility. 4 ▪ has a net exposure in deposit or fixed income securities at any time not less than 80% of the NAV. ▪ in case the fund has net
securities with good credit rating, high, liquidity, and low-price volatility as this CIS is not restricted by investment regulations like those of Money Market Fund. 4 ▪ has a net exposure in deposit or fixed
on financial instruments in the nine month period of 2020 were Baht 224 million, a decrease of 82 percent compared to the nine month period of the previous year, due to the extreme volatility and sharp
C –(N(d1)+(μ−r+0.5σ 2)SΓ) ΔS / WMHC ] – r % t = t0 • According to Wilmott’s suggestion, the volatility should be adjusted and the value of volatility adjustment is σ∗= σ [1 + (0.5σ2) (μ – r) (r – μ
percent (35.0 percent in the year 2017). The gross margin was higher as the company could be controlled the volatility of raw material prices. In addition, the production and sales in this quarter decreased
had decreased mainly caused by unrealized loss of marketable securities totaling Baht 10 million following the volatility during its downturn in stock and debt instrument market while the 6-month period