Foreign-exchange option

Results: 424



#Item
291Rockefeller family / Foreign exchange market / Hedge / Chase / Currency future / Foreign-exchange option / Exchange rate / Interest rate swap / Financial economics / Economics / Finance

50 FOREIGN CURRENCY POSITIONS 59 FOREIGN CURRENCY POSITIONS

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Source URL: www.fms.treas.gov

Language: English - Date: 2014-05-27 13:02:27
292Foreign exchange market / Currency / Exchange rate / Non-deliverable forward / Swap / Futures contract / Foreign-exchange option / Euro / ISDA Master Agreement / Economics / Financial economics / Finance

PDF Document

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Source URL: www.newyorkfed.org

Language: English - Date: 2010-08-05 10:04:52
293Foreign exchange market / Stock market / Foreign exchange companies / Foreign-exchange option / Non-deliverable forward / Futures contract / Foreign exchange spot / Continuous linked settlement / Hedge / Financial economics / Finance / Investment

PDF Document

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Source URL: www.newyorkfed.org

Language: English - Date: 2010-08-05 10:04:38
294Options / Quantitative analyst / Stochastic volatility / Derivative / Black–Scholes / Short-rate model / Model risk / Foreign-exchange option / Economic model / Financial economics / Mathematical finance / Finance

Global Calibration Claudio Albanese 1 September 13, 2009 Abstract Current technology advances in computer engineering broaden substantially the realm of possibilities in the art of risk management of derivative portfolio

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:20
295Finance / Exchange rate / Euro / Foreign-exchange option / Monetary policy / Market risk / Currency pair / Fundamental analysis / Central bank / Economics / Financial economics / Foreign exchange market

Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-08-25 10:49:28
296Finance / Foreign exchange market / Currency / Macroeconomics / Options / Currency pair / Exchange rate / VIX / Foreign-exchange option / Mathematical finance / Economics / Financial economics

Foreign exchange option and returns based correlation forecasts: evaluation and two applications

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-04-05 04:22:04
297Finance / Investment / Volatility smile / Implied volatility / Stochastic volatility / Volatility / Black–Scholes / Foreign-exchange option / Foreign exchange market / Mathematical finance / Financial economics / Options

Cross-dynamics of volatility term structures implied by foreign exchange options

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-09-28 11:49:51
298Finance / Foreign exchange market / Exchange rate / Rate of return / Currency risk / Foreign-exchange option / Central bank / Euro / Investment / Economics / Macroeconomics / Financial economics

What drives investors’ behaviour in different FX market segments? A VAR-based return decomposition analysis

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-12-28 05:35:32
299Options / Investment / Implied volatility / Volatility / VIX / Foreign-exchange option / Futures contract / Volatility smile / Volatility arbitrage / Financial economics / Mathematical finance / Finance

The information content of over-the-counter currency options

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-06-03 11:39:30
300Finance / Money / International economics / Currency / International trade / Exchange rate / Currency pair / Foreign-exchange option / Euro / Economics / Foreign exchange market / Macroeconomics

Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-12-17 11:15:08
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