How to understand and use mathematics for derivatives I: understanding the behaviour of markets
Chorafas, Dimitris N.
How to understand and use mathematics for derivatives I: understanding the behaviour of markets - [s.l.] Euromoney Books 1995 - 255 p.
Contiene: 1. Treasury operations, financial instruments and inefficient markets.- 2. The third era in currency exchange and its aftermath.- 3. The forex markets: risks, crossrates, spreads, and dealers competition.- 4. Patterns in forex trading: market-markers, arbitrageurs, investors and correspindent banks. 5. Intrady patterns in foreign exchange and high frequency financial data.- 6. Business time, intrinsic time, microseasonal fluctuations and market productivity.- 7. Derative products in foreign.- 8. Notional principal amounts and the management of derivatives risk.- 9. Currency futures, options, forwards and the battle of the dollar.- 10. The many aspects of swaps and exotic derivatives.- 11. The tale of two banks: barrings and credit lyonnais.- 12. Other peoples money: orange county and emerging markets.
1-85564446-0
Matemáticas
Economía Estadísticas
HG/6024.A3/CH67/1995/v.I
How to understand and use mathematics for derivatives I: understanding the behaviour of markets - [s.l.] Euromoney Books 1995 - 255 p.
Contiene: 1. Treasury operations, financial instruments and inefficient markets.- 2. The third era in currency exchange and its aftermath.- 3. The forex markets: risks, crossrates, spreads, and dealers competition.- 4. Patterns in forex trading: market-markers, arbitrageurs, investors and correspindent banks. 5. Intrady patterns in foreign exchange and high frequency financial data.- 6. Business time, intrinsic time, microseasonal fluctuations and market productivity.- 7. Derative products in foreign.- 8. Notional principal amounts and the management of derivatives risk.- 9. Currency futures, options, forwards and the battle of the dollar.- 10. The many aspects of swaps and exotic derivatives.- 11. The tale of two banks: barrings and credit lyonnais.- 12. Other peoples money: orange county and emerging markets.
1-85564446-0
Matemáticas
Economía Estadísticas
HG/6024.A3/CH67/1995/v.I