Denver RIA became engrossed in world of derivatives following financial crisis
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest meth...
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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NDOs in testing on Medusa platform as some market participants begin to consider alternatives to deliverable FX options that could be more easily cleared
Addressing the challenges of clearing deliverable foreign exchange products, Mandy Lam of the Global Financial Markets Association suggests more products could become financially settled in the future
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
Requiem for a probabilist
Despite being exempt from clearing and exchange trading requirements in the US and Europe, some corporate treasurers fear they might have little choice but to execute forex options on electronic pla...
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.