Predicting the value of foreign currency call options with the Constant Elasticity of Variance diffusion processglucose-6-phosphatasetransport inhibitionsynthetic derivativeschlorogenic acidpyrophosphataseliverkidneymicrosomesNo abstract is available for this item.doi:10.1016/1057-5219(92)90006-PHauser, Shmuel...
VALUING FOREIGN CURRENCY OPTIONS WITH A MEAN-REVERTING PROCESS: A STUDY OF HONG KONG DOLLAR The theoretical prediction on targeted exchange rates expects mean reversion of the exchange rates. There is some empirical evidence to support this predic... CH Hui,LO C. F.,V Yeung,... - 《...
London foreign exchange market 伦敦外汇市场 foreign exchange options market 外汇选择权市场见foreign currency options market. international foreign exchange market 国际外汇市场指具有国际规模的外汇市场,如纽约外汇市场、伦敦外汇市场。各国银行间常透过长途电话或交换电报(*telex)来办理外汇交易。 foreign exchange ...
athe notional value of an options contract is the amount of foreign exchange that can be purchased or sold when the holder exercises the option. 任选项合约的概念上的价值是可以被购买或被卖的相当数量外汇,当持有人行使选择时。[translate]
aOther instruments, including those denominated in foreign currency or with a value linked to foreign currency (such as foreign currency options and domestic currency debt indexed to foreign currency) but settled in domestic currency, will not directly affect liquid resources in foreign exchange. 其他...
Sign in Foreign currency derivative use and shareholder value International Review of Financial Analysis Volume 29,September 2013, Pages 283-293 Purchase options CorporateFor R&D professionals working in corporate organizations. Academic and personalFor academic or personal use only. ...
foreign-currency assets and liabilities are exposed to exchange rate risks;fairvaluesoflong-andshort-term borrowings with fixed interest rates are exposed to interest rate risks;andfairvaluesoffinancial assets atfairvaluethrough profit or loss and available-for-sale are exposed to price risks. ...
(put options) another security at a predetermined price, called the strike price. Stocks for option trading are the most common, but option contracts are also traded on futures, foreign currency, and other securities. Employee stock options are not traded, but instead function as a special form...
Foreign exchange (FX)derivatives, likeforwardsand options, have two potential notional values. However, for typicalover-the-counter (OTC)trades in FX derivatives, the notional value will be in line with the common quoting convention of the currency pair (primary currency/secondary currency).3 ...
return swaps, the notional value is used as part of several calculations that determine the swap rates. With equity options, the notional value refers to the value that the option controls. With foreign currency exchange and foreign currency derivatives, notional value is used to value the ...