(2003). Maturity effect on bid-ask spreads of OTC currency options. Review of Quantitative Finance and Accounting 21, 5-15.Chong, B., Ding D., Tan K., 2003, "Maturity effect on bid-ask spreads of OTC currency options", Review of Quantitative Finance and Accounting 21, 5-15....
aOTC options are tailored to fit the needs of the clients. The underlying currency, strike price and maturity are specified by the clients. The writer quotes the option premium. OTC选择被剪裁适合客户的需要。 部下的货币、结算价和成熟由客户指定。 作家引述选择保险费。[translate]...
The ticker table is constructed from all orders of BTC against one of the supportedcurrency codes. If you want your order to be included, make sure to use one of the supported currency codes. Just as importantly - if you have a non-standard order on the book (loans, futures, options, ...
国际OTC外汇衍生品主要包括:外汇远期与互换(FX Forwards and swaps)、货币互换(Currency swaps)、场外期权(Options)三种。 据BIS最新数据显示,2014年12月外汇远期与互换的持有名义金额达到37.075万亿美元,占据总体外汇OTC市场的48.86%份额,成为最重要的场外衍生工具,接着是货币互换,持有名义金额为24.203万亿美元,占国际OTC...
国际OTC外汇衍生品主要包括:外汇远期与互换(FX Forwards and swaps)、货币互换(Currency swaps)、场外期权(Options)三种。 据BIS最新数据显示,2014年12月外汇远期与互换的持有名义金额达到37.075万亿美元,占据总体外汇OTC市场的48.86%份额,成为最重要的场外衍生工具,接着是货币互换,持有名义金额为24.203万亿美元,占国际OTC...
4.1.5.1 Specifying Currency OptionsYou will need to specify the following attributes about Currency Options:Option TypeIndicate whether the currency option you are defining is a Call option or a Put option.A call option gives the buyer the right to buy a specified quantity of a certain currency...
Over-and Under-Reaction in Option MarKets: Evidences from USD/KRW OTC Currency Options 来自 ResearchGate 喜欢 0 阅读量: 17 作者: BJ Kang 摘要: This study investigates the over- and under-reacting behavior of USD/KRW OTC currency option investors from the year of 2006 to 2011. Using the ...
–Possiblepointsofopportunity •ExecutiveSummary 目录 •执行摘要•当前市场环境 –定义–OTC概况–场外交易VS场内交易金融衍生产品–产品利用情况–参与者–担保品 •市场结构 –交易流程–经纪商/交易所演变史和费用–结算和特别提款权–后交易处理–监管参与者和发展 •机会领域 –可能存在的机会 •附录 Ex...
Currencyusd Revenue Revenue Revenue Change Please wait Change the visualization to a column chart. Change the visualization to a line chart. Change the visualization to a table. Notes: Data was converted from local currencies using average exchange rates of the respective year. ...
Foreign currencies:Currency that trades on theForex, an over-the-counter currency exchange. Cryptocurrency:Digital coins like Bitcoin and Ethereum trade on the OTC market. OTC Markets Group OTC Markets Groupoperates the OTCQX Best Market, the OTCQB Venture Market, and the Pink Open Market. Althoug...