How to understand and use mathematics for derivatives I: understanding the behaviour of markets
Material type:
- 1-85564446-0
- HG/6024.A3/CH67/1995/v.I
Item type | Current library | Call number | Status | Barcode | |
---|---|---|---|---|---|
![]() |
Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/6024.A3/CH67/1995/v.I (Browse shelf(Opens below)) | Available | 00001904 |
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.
There are no comments on this title.