Accumulator, decumulator, target, pivot are all structured products based on complex derivatives. This post is explaining how they work and
Tag: FX
FX Options pricing – Plain Vanilla European model (Part II)
Part II: End of day and online FX options pricing processes This article is the continuation of the part I.
Implied and historical volatility
Volatility is one of the parameters needed to calculate the price of a currency option between its trade date and
Introduction to Delta
Delta is one of many indicators that option pricing models are providing (Greeks). It represents the practical level for exercising
FX Options: relation between premium prices in percentage vs in pips
FX options can be negotiated either in percentage or in pips (price interest points). This illustrates the various equivalences to
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
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.