Foreign exchange (FX)
Australian dollar, renminbi and CE3 currencies touted as alternative macro hedges for European debt woes
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment...
More Foreign exchange (FX) articles
Quanto adjustments in the presence of stochastic volatility
London will become the next offshore centre for RMB trading, vows UK chancellor George Osborne, supported by banking heads from Bank of China, Barclays, Deutsche Bank, HSBC and Standard Chartered
Patrick Pearson, head of the European Commission unit that drafted Emir, says forex swaps and forwards must be exempt from clearing under Esma standards
Repricing the cross smile: an analytic joint density
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
Forex investment has became more challenging, as market-making banks facing new regulation have become less willing to take risk, say buy-side firms
Japanese regulator implements new rules to increase transparency of complex fund products such as double-deckers
Steady volume rises in US and UK indicative of healthy state of foreign exchange markets
Amid a surge in demand for exposure to emerging markets currency debt from private investors, HSBC Private Bank prefers building structured products around Asian assets to emerging Europe
Retail investors in Hong Kong are favouring equity-linked investments on the back of more stringent regulatory requirements for structured products. At the same time, the appetite for foreign exchan...
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