Option trading on an exchange is similar to that for futures, and involves transfer of margin on a daily basis. Individual exchanges have their own procedures; for example on LIFFE the option premium is effectively paid via the variation margin. The amount of variation margin paid or received ...
Performance of currency trading strategies in developed and emerging markets: some striking differences. Financial Markets and Portfolio Management, 19(3), pp. 297-311.Pojarliev M (2005): Performance of currency trading strategies in developed and emerging markets: some striking differences. Financial...
The conclusion is that there is no immediate need to consider the use of option trading strategies by the HKMA. The subject will, however, be kept under review in the light of changing market conditions. I. Introduction controls to prudently manage the risks associated with financial derivatives...
strategies to compete with each other, in order to maximize the benefits competition may bring tothetradingcommunity. legco.gov.hk legco.gov.hk 為確保 在實際 日常 運作中 ,服務供應商可盡量靈活地 配合不 斷改變的 市場狀況, 因時制 宜 ,供應商只 要遵行 他們承 諾 的服務收費 ...
Most CTAs we spoke to focus their currency option trading to exchange traded currencies on the CME. Ira Kawaller, managing partner of the Kawaller Fund, exclusively trades options on futures in his carry strategy, which takes advantage of differentials in interest rates in the countries or regi...
Investors can hedge against foreigncurrency riskby purchasing a currency put or call. Currency options are derivatives based on underlying currency pairs. Trading currency options involves a wide variety of strategies available for use in forex markets. The strategy a trader may employ depends largely ...
Currency risk in international trade is the risk traders assume when they make transactions in foreign currency. Exchange rates tend to fluctuate over time and businesses can lose value if they hold a weakening currency. Certain hedging strategies can help alleviate this risk....
如何在外汇市场获利 : 马里奥・辛格的17大货币交易策略 : 17 proven currency trading strategies : how to profit in the forex market 喜欢 0 阅读量: 65 作者:辛格李汉军,符大刚,王柯 出版时间: 2014/1/1 收藏 引用 批量引用 报错 分享 求助全文 通过文献互助平台发起求助,成功后即可免费获取论文全文。
This paper provides a new test of the efficiency of the currency option markets for four major currencies — British Pound, Euro, Swiss Frank and Japanese Yen vis-à-vis the U.S. dollar. The approach is to simulate trading strategies to see if the well-accepted no-arbitrage condition of ...
D) all of the above are appropriate strategies for the scenario described. ANSWER: C 13. If your firm expects the euro to substantially depreciate, it could speculate by ___ euro call options(看涨期权) or ___ euros forward in the forward exchange market. A) selling; selling B) selling;...