This document presents the fields to be defined in the REVALUATION.PARAMETER table as well as others related to the concept
Tag: Forex
FOREX REVALUATION
This document presents the principles of accounting for the revaluation of foreign exchange transactions. It includes the following elements:
Introduction to Delta
Delta is one of many indicators that option pricing models are providing (Greeks). It represents the practical level for exercising
Volatilité historique et volatilité implicite
La volatilité est un des paramètres nécessaires pour calculer le prix d’une option de change entre sa date de valeur
Utilisation pratique du Delta : la Gestion en Delta neutre
Utilisation pratique du Delta : la Gestion en Delta neutre Une position optionnelle induit un risque de change, au même
Practical use of the Delta: Delta neutral management
An FX option position induces a risk, just as a spot or a forward position. A “delta neutral” management consists
Write trace in a log file
Sometimes you need to add some program traces in a log file to understand more clearly what is going on.
FX Options Products
Introduction Options – Definition Options strategies ————————————————————————————- Introduction Derivatives markets or products are named ”Derivatives” because they are “derived”
Marché des Changes
MARCHE DES CHANGE Notions de base Certain / incertain Dans la plupart des pays, on cote les devises étrangères contre
Forex
REEVALUATION FOREX REVALUATION.PARAMETER REEVALUATION FOREX Principes de comptabilisation de la réévaluation de opérations de change. Préambule 1.