Foreign Exchange Operations: Master Trading Agreements, Settlement, and Collateral
by David F. DeRosa
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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