Foreign exchange option

Results: 424



#Item
91Finance / Investment / Implied volatility / Volatility smile / Black–Scholes / Volatility / Foreign-exchange option / Fabio Mercurio / Vanna Volga pricing / Mathematical finance / Financial economics / Options

cutting edge. option pricing The vanna-volga method for implied volatilities European-style claims, is consistent with static-replication arguments. Finally, we derive first- and second-order approximations

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Source URL: www.risk.net

Language: English - Date: 2007-08-09 12:30:23
92Finance / Options / Foreign exchange market / Macroeconomics / International economics / Fixed exchange-rate system / Autoregressive conditional heteroskedasticity / Implied volatility / Foreign-exchange option / Economics / Mathematical finance / Financial economics

Review of Economics & Finance Submitted on 12/May/2011 Article ID: [removed][removed]Bahram Adrangi, Mary Allender and Kambiz Raffiee An Ex-Post Empirical Investigation of the Efficacy of Central

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Source URL: www.bapress.ca

Language: English - Date: 2011-09-13 23:53:18
93Finance / Derivatives market / Foreign-exchange option / Swap / Continuous linked settlement / Foreign Exchange Committee / Derivative / Late-2000s financial crisis / Financial economics / Economics / Foreign exchange market

FX volume during the financial crisis and now - BIS Quarterly Review, part 4, March 2012

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Source URL: www.bis.org

Language: English - Date: 2012-03-12 05:22:00
94Statistics / Stochastic volatility / Local volatility / Heston model / Volatility / Hull–White model / Implied volatility / Foreign-exchange option / Option / Mathematical finance / Financial economics / Finance

Local Volatility Pricing Models for Long-Dated FX Derivatives G. Deelstra, G. Rayee Universit´ e Libre de Bruxelles [removed]

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 11:40:29
95Investment / Options / Power reverse dual currency note / Interest rate derivative / Swaption / Partial differential equation / Derivative / Foreign-exchange option / Swap / Financial economics / Finance / Financial system

GPU pricing of cross-currency interest rate derivatives under a FX volatility skew model

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-24 09:15:58
96Finance / Investment / Greeks / Implied volatility / Black–Scholes / Volatility smile / Foreign-exchange option / Valuation of options / Volatility / Financial economics / Options / Mathematical finance

Espen Gaarder Haug THE COLLECTOR: Know Your Weapon Part 1

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Source URL: www.wilmott.com

Language: English - Date: 2005-05-27 13:44:00
97Financial markets / Derivative / Contract for difference / Futures contract / Option / Algorithmic trading / Short / Mark-to-market accounting / Commodity Futures Modernization Act / Financial economics / Finance / Investment

RISK DISCLOSURE STATEMENT FOR TRANSACTIONS IN FOREIGN EXCHANGE AND DERIVATIVES (INCLUDING CFDs AND OTC OPTIONS) RTFX Limited (“RTFX” or “we” or “us”), a private limited liability company registered in accorda

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Source URL: www.rtfx.com

Language: English - Date: 2014-04-30 09:46:29
98Foreign exchange market / Currency / International economics / Macroeconomics / Exchange rate / International trade / Euro / Foreign-exchange option / Currency future / Economics / Financial economics / Finance

Market Risk Management Table of Contents SECTION 1 SECTION 4

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Source URL: www.garp.org

Language: English - Date: 2012-07-17 15:48:58
99Economics / Currency pair / Binary option / Forex Forecast / Bid–offer spread / Financial economics / Foreign exchange market / Finance

Press Contacts: Cognito Jacqueline Gogel [removed] +[removed]

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Source URL: www.nadex.com

Language: English - Date: 2015-02-22 14:07:04
100Options / Currency pair / Foreign exchange market / Foreign exchange companies / Binary option / Derivative / Futures contract / Stock market / Financial economics / Finance / Investment

Press Contacts: Cognito Jacqueline Gogel [removed] +[removed]

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Source URL: www.nadex.com

Language: English - Date: 2015-02-22 12:10:26
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