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Foreign Exchange Operations: Master Trading Agreements, Settlement, and Collateral
book

Foreign Exchange Operations: Master Trading Agreements, Settlement, and Collateral

by David F. DeRosa
October 2013
Beginner
416 pages
8h 28m
English
Wiley
Content preview from Foreign Exchange Operations: Master Trading Agreements, Settlement, and Collateral

Index

Algorithmic trading

Allsopp Report

American Bankers Association routing number (ABA)

American exercise models

binomial model

Barone-Adesi and Whaley

numerical techniques

American quotation

Angell report

Anti-money laundering (AML)

Association Cambiste Internationale (ACI)

Australasia time zone

Automatic stay (bankruptcy)

Bank for International Settlements (BIS)

core principles of

Triennial Central Bank Survey

Bank identification schemes:

ABA/routing Numbers

IBAN

Bankers Trust International Plc. v. PT Dharmala Sakti Sejahtera

Barings Crisis

Barone-Adesi G.

Barrier determination agency

Barrier options

double-barrier straddles

double knock-in option, numerical example of

kick-out options, numerical example of

BCCI

Bech, Morten L.

Bid-ask spread

Binary options

numerical example of

one-touch options

one touch options, numerical example

Black-Scholes-Merton model

delta

delta, graphs

delta, numerical example

gamma

gamma, graphs

gamma, numerical example

numerical example of

portfolios of options

portfolios of options, numerical example

rho

rho, numerical example

theta

theta, graphs

theta, numerical example

vanna

vega

vega, numerical example

vega, graphs

volga

Black, Fischer

Bodurtha and Courtadon model

Bodurtha, J.N.

Bretton Woods

Brosseau, Devin

Business day conventions

Business Identification Code (BIC)

Care of posted collateral

Cash-settled option

Central African CFA franc zone

Charles, GuyLaine

Cherry-picking

Clearing House

CLS Bank

eligible currencies

members

operational timeline ...

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Publisher Resources

ISBN: 9781118415559Purchase book