WHAT S NEW IN THOMSON REUTERS EIKON FOR JANUARY 2011 FX & MONEY MARKETS
|
|
- Beatrix Black
- 8 years ago
- Views:
Transcription
1 THOMSON REUTERS EIKON WHAT S NEW IN THOMSON REUTERS EIKON FOR JANUARY 2011 FX & MONEY MARKETS Thomson Reuters Training It is essential to keep up to date with new functionality and features for Thomson Reuters Eikon. This document outlines desktop enhancements in Thomson Reuters Eikon for FX & Money Markets. Content: What s New Monitoring FX&MM Data...2 What s New Working With Communities...7 What s New Working With News...8 What s New Pricing and Valuation...9 Need help or further training?...10 * The January 2011 release is dependant on installation of Service pack 1
2 WHAT S NEW MONITORING FX&MM DATA TRADING A dedicated RTFX Guide for further information on our multi-bank FX trading platform. The Thomson Reuters RTFX trading platform offers best price execution from deep pools of liquidity. The new RTFX guide page explains what RTFX is and how you can access it. Navigate to the Market Data and Tools section of the Foreign Exchange Guide and click on the Reuters Trading for FX link in the trading section or type in trading FX in the Search box. PRICING AND VALUATION Forward Delta and Forward Gamma in Currency Options Calculator and Currency Strategy Calculator Users of the Currency Options Calculator and Currency Options Strategy Calculator can now calculate forward delta and forward gamma. 2
3 In your flex document click on the Insert button of the document toolbar and select calculator. From the Calculator Homepage select Currency Options or Currency Options Strategy calculator. New Vanna Volga Methodology now supported in the Currency Options calculator The Currency Options Calculator and Currency Options Strategy Calculator now support the Vanna Volga pricing methodology. Vanna Volga calculates the cost of hedging the volatility risk using new Greeks Vanna (change in Vega for a change in spot aka dvega/dspot) and volga (change in vega for a change in volatility aka dvega/dvol). The Vanna Volga methodology incorporates these new sensitivities into the Black-Scholes equation, allowing for more accurate results. In your flex document click on the Insert button of the document toolbar and select calculator. From the Calculator Homepage select Currency Options or Currency Options Strategy calculator. Various enhancements on Currency Options Strategy calculator The Currency Options Strategy calculator has been redesigned to ensure that key data is visible at all times, to incorporate bid/ask prices and enhance the sensitivity calculations. - See two way (bid/ask) prices on each leg. Where bid and ask are displayed, the model highlights which values are relevant to the user, based on whether the leg is buy or sell. - Sensitivities calculations have been enhanced to align with market conventions. o New Aggregated sensitivities section. o The delta hedge is shown in terms of base currency amount and quoted currency amount. o Gamma, vega, theta and rho calculations show values in % base currency, and in base currency amount. o Gamma hedge is available in base and quoted currency amounts. - The user can choose a premium currency. If the selected premium currency is the base currency, the spot delta will be replaced by the premium-adjusted spot delta (this takes into account the fact that the premium paid or received will impact how much the user needs to transact as a hedge) and the gamma and gamma hedge will be replaced by premium-adjusted values. 3
4 In your flex document click on the Insert button of the document toolbar and select calculator. From the Calculator Homepage select Currency Options Strategy calculator. 4
5 CHANGE VIEWING FREQUENCY IN FX CARRY TRADE CALCULATOR You are now able to change the frequency of the chart of the Cumulative Excess Returns Index and view up to 10 years of time series data for some currencies. (Monthly view) Frequencies available are Daily/Weekly/Monthly. Within the FX Carry Trade Calculator, the time series of daily data has now been increased from 3 years to 5 years. In the FX Carry Trade Calculator, users can now view an extended 5 years time series daily chart of the Cumulative Returns Index. 5
6 In your flex document click on the Insert button of the document toolbar and select calculator. From the Calculator Homepage select FX Carry Trade calculator. 6
7 WHAT S NEW WORKING WITH COMMUNITIES Revamp of My Profile page with consolidation of your personal details and increased space for your commentaries. A re-design of the My Profile page. The sections of the profile have been split and can now be edited separately, rather than as part of a large editable form. Privacy settings can be grouped for relevant fields. 7
8 To open your profile page, click on My Profile in the My Eikon menu. From there, click on the appropriate edit button to make changes to that part of your profile. WHAT S NEW WORKING WITH NEWS Personalise Content Explorer News components default language. When changing the Languages Read preference, the appropriate news language code(s) will be applied to news searches done via Search News or the Advance News Search in Content Explorer. The News Search Result View will then only show headline results for the search expression entered that also match the news language code(s) selected in the Preference. Note: The setting will apply to News widgets embedded in the Content explorer Guides and Views, with the exception of Top News components. 8
9 Under My Eikon > My Preferences users can choose one or multiple news languages: WHAT S NEW PRICING AND VALUATION The Zero Coupon Builder now allows fixings as well as other asset class instruments for User defined curves. You can now use Fixings such as Libor rates as input to your User defined zero curves as well as enter a specific Instrument Code (RIC - Reuters Instrument Code) as value. 9
10 In your flex document click on the Insert button of the document toolbar and select calculator. From the Calculator Homepage select ZC Builder and click Instrument Selection. NEED HELP OR FURTHER TRAINING? Use the Support Links on the left hand side of your Thomson Reuters Eikon Home Page to quickly and easily get help, contact us, request training and access On-Demand training modules and find information on new features within the product. You can access comprehensive on-demand elearning modules by clicking on the Training link from the Support links on your Home Page and/or register for our interactive training sessions directly via our website: You can contact your local training centre. 10
WHAT S NEW IN THOMSON REUTERS EIKON FOR JANUARY 2011 FIXED INCOME
THOMSON REUTERS EIKON WHAT S NEW IN THOMSON REUTERS EIKON FOR JANUARY 2011 FIXED INCOME Thomson Reuters Training It is essential to keep up to date with new functionality and features for Thomson Reuters
More informationUSING THOMSON REUTERS EIKON EXCEL
THOMSON REUTERS EIKON EXCEL USING THOMSON REUTERS EIKON EXCEL Thomson Reuters Training Fast and reliable pricing and valuation capabilities are central to a trader s daily business. Thomson Reuters Eikon
More informationWHAT S NEW IN THOMSON REUTERS EIKON FOR FEBRUARY 2011 FX & MONEY MARKETS
THOMSON REUTERS EIKON WHAT S NEW IN THOMSON REUTERS EIKON FOR FEBRUARY 2011 FX & MONEY MARKETS Thomson Reuters Training It is essential to keep up to date with new functionality and features for Thomson
More informationHandbook FXFlat FX Options
Handbook FXFlat FX Options FXFlat Trading FX Options When you open an FX options account at FXFlat, you can trade options on currency pairs 24- hours a day, 5.5 days per week. The FX options features in
More informationUnderlier Filters Category Data Field Description
Price//Capitalization Market Capitalization The market price of an entire company, calculated by multiplying the number of shares outstanding by the price per share. Market Capitalization is not applicable
More informationFOR FOREIGN EXCHANGE PROFESSIONALS
FX & MM Views...2 Reuters FX Buzz...3 Economic Events Monitor...4 FX Polls...5 FX Options...6 Non-Deliverable Forwards...7 Calculators... 8 FX Heatmap...9 Charting...10 FOR FOREIGN EXCHANGE PROFESSIONALS
More informationWHAT S NEW IN THOMSON REUTERS EIKON FOR NOVEMBER 2010 - COMMODITIES
THOMSON REUTERS EIKON WHAT S NEW IN THOMSON REUTERS EIKON FOR NOVEMBER 2010 - COMMODITIES Thomson Reuters Training It is essential to keep up to date with new functionality and features for Thomson Reuters
More informationWhat s new in Thomson Reuters Eikon for June 2011 Fixed Income
THOMSON REUTERS EIKON What s new in Thomson Reuters Eikon for June 2011 Fixed Income Thomson Reuters Training It is essential to keep up to date with new functionality and features for Thomson Reuters
More informationOption Calculators User Manual
Option Calculators User Manual Option Calculators provide means for implied volatility calculation, option contracts pricing and calculation of option price sensitivities (greeks). Currently, through our
More informationMANAGING MY WORKSPACE
MANAGING MY WORKSPACE WHAT DO YOU WANT TO DO? Learn About the Workspace Create Your First Document View More Information in Your Workspace Organize & Customize Your Workspace Get More Help on Managing
More informationCHARTING & TECHNICAL ANALYSIS
CHARTING & TECHNICAL ANALYSIS WHAT DO YOU WANT TO DO? Discover Charting & Technical Analysis Access Information Quickly with a Pre-Defined Chart Create Your Own Custom Chart Edit Your Charts Get More Help
More informationThomson Reuters Eikon Quick Start Guide
Thomson Reuters Eikon Quick Start Guide Thomson Reuters Eikon is a great tool to retrieve market data, news, and economic information pertaining to a wealth of countries and nations. The software is very
More informationYou can find the Report on the SaxoTrader under the Account tab. On the SaxoWebTrader, it is located under the Account tab, on the Reports menu.
The FX Options Report What is the FX Options Report? The FX Options Report gives you a detailed analysis of your FX and FX Options positions across multiple currency pairs, enabling you to manage your
More informationVanna-Volga Method for Foreign Exchange Implied Volatility Smile. Copyright Changwei Xiong 2011. January 2011. last update: Nov 27, 2013
Vanna-Volga Method for Foreign Exchange Implied Volatility Smile Copyright Changwei Xiong 011 January 011 last update: Nov 7, 01 TABLE OF CONTENTS TABLE OF CONTENTS...1 1. Trading Strategies of Vanilla
More informationFX Options and Smile Risk_. Antonio Castagna. )WILEY A John Wiley and Sons, Ltd., Publication
FX Options and Smile Risk_ Antonio Castagna )WILEY A John Wiley and Sons, Ltd., Publication Preface Notation and Acronyms IX xiii 1 The FX Market 1.1 FX rates and spot contracts 1.2 Outright and FX swap
More informationHow to use the Options/Warrants Calculator?
How to use the Options/Warrants Calculator? 1. Introduction Options/Warrants Calculator is a tool for users to estimate the theoretical prices of options/warrants in various market conditions by inputting
More informationHow To Understand The Greeks
ETF Trend Trading Option Basics Part Two The Greeks Option Basics Separate Sections 1. Option Basics 2. The Greeks 3. Pricing 4. Types of Option Trades The Greeks A simple perspective on the 5 Greeks 1.
More informationONLINE ACCOUNT ACCESS: YOUR USER GUIDE. access to your portfolio anytime, anywhere
ONLINE ACCOUNT ACCESS: YOUR USER GUIDE access to your portfolio anytime, anywhere ONLINE ACCOUNT ACCESS: INTRODUCTION Richardson GMP Limited realizes the importance of having access to accurate and timely
More informationWeek 13 Introduction to the Greeks and Portfolio Management:
Week 13 Introduction to the Greeks and Portfolio Management: Hull, Ch. 17; Poitras, Ch.9: I, IIA, IIB, III. 1 Introduction to the Greeks and Portfolio Management Objective: To explain how derivative portfolios
More information14 Greeks Letters and Hedging
ECG590I Asset Pricing. Lecture 14: Greeks Letters and Hedging 1 14 Greeks Letters and Hedging 14.1 Illustration We consider the following example through out this section. A financial institution sold
More informationFINANCIAL ENGINEERING CLUB TRADING 201
FINANCIAL ENGINEERING CLUB TRADING 201 STOCK PRICING It s all about volatility Volatility is the measure of how much a stock moves The implied volatility (IV) of a stock represents a 1 standard deviation
More informationTABLE OF CONTENTS. Introduction Delta Delta as Hedge Ratio Gamma Other Letters Appendix
GLOBAL TABLE OF CONTENTS Introduction Delta Delta as Hedge Ratio Gamma Other Letters Appendix 3 4 5 7 9 10 HIGH RISK WARNING: Before you decide to trade either foreign currency ( Forex ) or options, carefully
More informationWHS FX options guide. Getting started with FX options. Predict the trend in currency markets or hedge your positions with FX options.
Getting started with FX options WHS FX options guide Predict the trend in currency markets or hedge your positions with FX options. Refine your trading style and your market outlook. Learn how FX options
More informationOr part of or all the risk is dynamically hedged trading regularly, with a. frequency that needs to be appropriate for the trade.
Option position (risk) management Correct risk management of option position is the core of the derivatives business industry. Option books bear huge amount of risk with substantial leverage in the position.
More informationP R O D U C T T R A D I N G R A T E S & C O N D I T I O N S F O R E X O P T I O N S
P R O D U C T T R A D I N G R A T E S & C O N D I T I O N S F O R E X O P T I O N S PRODUCT TRADING RATES & CONDITIONS FOREX OPTIONS Bid/Ask Spreads and Autoexecution The Bank is a global leader in FX
More informationHedging. An Undergraduate Introduction to Financial Mathematics. J. Robert Buchanan. J. Robert Buchanan Hedging
Hedging An Undergraduate Introduction to Financial Mathematics J. Robert Buchanan 2010 Introduction Definition Hedging is the practice of making a portfolio of investments less sensitive to changes in
More informationExcel Add-ins Quick Start Guide
Excel Add-ins Quick Start Guide Contents Bloomberg - Excel Add-In... 2 Datastream - Excel Add-in... 9 FactSet - Excel Add-in... 13 Thomson Reuters Eikon - Excel Add-in... 19 Bloomberg - Excel Add-In Bloomberg
More informationVALUATION IN DERIVATIVES MARKETS
VALUATION IN DERIVATIVES MARKETS September 2005 Rawle Parris ABN AMRO Property Derivatives What is a Derivative? A contract that specifies the rights and obligations between two parties to receive or deliver
More informationQuikStrike Essentials
QuikStrike Essentials Option Pricing and Analysis Tool created exclusively for CME Group User Reference Guide CME Group is excited to partner with QuikStrike to provide customers with an interactive option
More informationquotemedia XML and JSON Delivery Services On Demand, Low Latency, Cloud-based Market and Research Data Services
quotemedia XML and JSON Delivery Services On Demand, Low Latency, Cloud-based Market and Research Data Services QuoteMedia s Cloud Data API provides intraday on demand snap data and end of day bulk information
More informationUSER GUIDE 360T SEF TEX MULTIDEALER TRADING SYSTEM USER GUIDE 360T SWAP EXECUTION FACILITY FOR THE MARKET MAKER. Exhibit F. User Guide 360T SEF - 1 -
Exhibit F User Guide 360T SEF USER GUIDE 360T SEF TEX MULTIDEALER TRADING SYSTEM USER GUIDE 360T SWAP EXECUTION FACILITY FOR THE MARKET MAKER 360 TREASURY SYSTEMS AG, 2015-1 - 1 INTRODUCTION In July 2010,
More informationRT Options Scanner. Introduction
RT Options Scanner Introduction Our RT Options Scanner allows you to search in real-time through all publicly traded US equities and indexes options (more than 170,000 options contracts total) for trading
More informationFX Derivatives Terminology. Education Module: 5. Dated July 2002. FX Derivatives Terminology
Education Module: 5 Dated July 2002 Foreign Exchange Options Option Markets and Terminology A American Options American Options are options that are exercisable for early value at any time during the term
More informationMedusa. A new alternative.
Liquidity Simplicity Transparency Medusa. A new alternative. Multi-bank FX Options Trading Platform Digital Vega Backed by 2 major financial institutions; State Street Banking Corp and Deutsche Boerse;
More informationTrading Debit Spreads. Peter Lusk. Instructor The Options Institute at CBOE
Trading Debit Spreads Peter Lusk Instructor The Options Institute at CBOE Disclosures In order to simplify the computations, commissions have not been included in the examples used in these materials.
More informationHow To Know Market Risk
Chapter 6 Market Risk for Single Trading Positions Market risk is the risk that the market value of trading positions will be adversely influenced by changes in prices and/or interest rates. For banks,
More informationFinancial derivatives in Risk Management
Financial derivatives in Risk Management A practical introduction for the MSc class of the UvA Business School 1 Contents Risk categories related to financial derivatives Market risk Overview Risk Management
More informationEquities Dealing, Brokerage and Market Making
Equities Dealing, Brokerage and Market Making SEEK MORE Fully informed and ready to trade A whole world of information affects the equity markets economic data, global political events, company news and
More informationSteve Meizinger. FX Options Pricing, what does it Mean?
Steve Meizinger FX Options Pricing, what does it Mean? For the sake of simplicity, the examples that follow do not take into consideration commissions and other transaction fees, tax considerations, or
More informationCaput Derivatives: October 30, 2003
Caput Derivatives: October 30, 2003 Exam + Answers Total time: 2 hours and 30 minutes. Note 1: You are allowed to use books, course notes, and a calculator. Question 1. [20 points] Consider an investor
More informationSATURN Trader SATURN TRADER USER GUIDE: CFD
SATURN Trader SATURN TRADER USER GUIDE: CFD Spread Co Ltd, Argyle House, Joel Street, Northwood Hills, London, HA6 1NW, United Kingdom Tel: (44) (0)1923 832 600 Fax: (44) (0)1923 845 308 E-mail: cs@spreadco.com
More informationFinance 436 Futures and Options Review Notes for Final Exam. Chapter 9
Finance 436 Futures and Options Review Notes for Final Exam Chapter 9 1. Options: call options vs. put options, American options vs. European options 2. Characteristics: option premium, option type, underlying
More informationFTS Real Time System Project: Using Options to Manage Price Risk
FTS Real Time System Project: Using Options to Manage Price Risk Question: How can you manage price risk using options? Introduction The option Greeks provide measures of sensitivity to price and volatility
More informationOPTIONS CALCULATOR QUICK GUIDE. Reshaping Canada s Equities Trading Landscape
OPTIONS CALCULATOR QUICK GUIDE Reshaping Canada s Equities Trading Landscape OCTOBER 2014 Table of Contents Introduction 3 Valuing options 4 Examples 6 Valuing an American style non-dividend paying stock
More informationIf the button is not displayed, then click the More button, and then click DOMTrader.
DOMTrader Market transparency is vital for trading on the electronically-traded futures markets. CQG s DOMTrader provides that market transparency as well as the order routing functionality traders need.
More informationTo download the latest version of TurboTick Pro go to http://www.turnkeybroker.com/download/turbotickpro/publish.html
TurboTick PRO manual version 1.211 updated 12.7.2011 Getting started in TurboTick Pro TurboTick Pro is an advanced trading platform built for the active trader. With easy-to-use customizable screens, integrated
More informationExotic Options Trading
Exotic Options Trading Frans de Weert John Wiley & Sons, Ltd Preface Acknowledgements 1 Introduction 2 Conventional Options, Forwards and Greeks 2.1 Call and Put Options and Forwards 2.2 Pricing Calls
More informationOPTIONS EDUCATION GLOBAL
OPTIONS EDUCATION GLOBAL TABLE OF CONTENTS Introduction What are FX Options? Trading 101 ITM, ATM and OTM Options Trading Strategies Glossary Contact Information 3 5 6 8 9 10 16 HIGH RISK WARNING: Before
More informationHedging Barriers. Liuren Wu. Zicklin School of Business, Baruch College (http://faculty.baruch.cuny.edu/lwu/)
Hedging Barriers Liuren Wu Zicklin School of Business, Baruch College (http://faculty.baruch.cuny.edu/lwu/) Based on joint work with Peter Carr (Bloomberg) Modeling and Hedging Using FX Options, March
More informationChapters 15. Delta Hedging with Black-Scholes Model. Joel R. Barber. Department of Finance. Florida International University.
Chapters 15 Delta Hedging with Black-Scholes Model Joel R. Barber Department of Finance Florida International University Miami, FL 33199 1 Hedging Example A bank has sold for $300,000 a European call option
More informationTHOMSON REUTERS EIKON USER GUIDE
THOMSON REUTERS EIKON For Support, please call Helpdesk 1800 800 999 or 02 685 9999 (Toll Free in Thai language) For Training, please visit https://customers.reuters.com/trainingknowledgenetwork/eikon
More informationLOYEX TRADING STATION
LOYAL BANK LTD LOYEX TRADING STATION USER GUIDE LOYEX TEAM 1/6/2011 Copyright All rights reserved www.myloyex.com 2 TABLE OF CONTENTS 1 Launching the LOYEX Trading Station page 3 2 The LOYEX Trading Station
More informationVanilla FX OTC Options with Saxo Bank
Vanilla FX OTC Options with Saxo Bank Introduction Saxo Bank s proposition to FX options traders is truly unique. Thanks to the quality and depth of the analytics provided, the width of the product offering,
More informationModule I Financial derivatives an introduction Forward market and products
Module I 1. Financial derivatives an introduction 1.1 Derivative markets 1.1.1 Past and present 1.1.2 Difference between exchange traded and OTC derivatives 1.2 Derivative instruments 1.2.1 Concept and
More informationSteve Meizinger. Understanding the FX Option Greeks
Steve Meizinger Understanding the FX Option Greeks For the sake of simplicity, the examples that follow do not take into consideration commissions and other transaction fees, tax considerations, or margin
More informationSpot and Forward Transactions
FX Web is ideal to use for your routine spot and forward transactions. You indicate the type of currency you want to buy or sell, then FX Web returns a rate, and you then accept the rate and provide or
More informationTABLE OF CONTENTS LOGGING ON, SAVING, & OPENING DESKTOP LAYOUTS
TABLE OF CONTENTS LOGGING ON, SAVING, & OPENING DESKTOP LAYOUTS 2 PLATFORM FEATURE OVERVIEW (MASTER WINDOW) 3 OVERALL PLATFORM SETTINGS 4-6 LINKING WINDOWS 7 CHARTS WINDOWS 8-9 FUNDAMENTALS & NEWS WINDOWS
More informationOption pricing in detail
Course #: Title Module 2 Option pricing in detail Topic 1: Influences on option prices - recap... 3 Which stock to buy?... 3 Intrinsic value and time value... 3 Influences on option premiums... 4 Option
More informationBLOOMBERG GUIDE BY TOPICS
GETTING STARTED ON BLOOMBERG BLOOMBERG KEYBOARD Green Action Keys Yellow Functional Buttons BLOOMBERG GUIDE BY TOPICS FUNCTIONS TO GET STARTED BU Bloomberg Training Resources EASY Display of Tips EXCH
More informationModule 1 Introduction Programme
Module 1 Introduction Programme CFDs: overview and trading online Introduction programme, October 2012, edition 18 1 In this module we look at the basics: what CFDs are and how they work. We look at some
More informationSQ TRADING STATION User Guide & Installation
SQ TRADING STATION User Guide & Installation Table of content 1. Downloading the SQ Trading Station 2 2. Launching the SQ Trading Station 3 3. The SQ Trading Station User Interface 4 4. How to place a
More informationMIRC UPDATE: Finding a Company Beta: Thomson One
MIRC UPDATE: Finding a Company Beta: Beta is the measurement of a company s common stock price volatility relative to the market. If you re trying to find a current beta for a company there are a number
More informationOptions Scanner Manual
Page 1 of 14 Options Scanner Manual Introduction The Options Scanner allows you to search all publicly traded US equities and indexes options--more than 170,000 options contracts--for trading opportunities
More informationFinancing, margin and exposure
MODULE 2 Spread betting Financing, margin and exposure FINANCING, MARGIN AND EXPOSURE 2 How to use this module Navigation There are two navigation systems in this PDF. You can move forwards and backwards
More informationSYLLABUS The ACI Dealing Certificate (Prometric Code: 3I0-008)
SYLLABUS The ACI Dealing Certificate (Prometric Code: 3I0-008) Examination delivered in ENGLISH and GERMAN The ACI Dealing Certificate is a foundation programme that allows candidates to acquire a working
More informationHedging Illiquid FX Options: An Empirical Analysis of Alternative Hedging Strategies
Hedging Illiquid FX Options: An Empirical Analysis of Alternative Hedging Strategies Drazen Pesjak Supervised by A.A. Tsvetkov 1, D. Posthuma 2 and S.A. Borovkova 3 MSc. Thesis Finance HONOURS TRACK Quantitative
More informationTEX MULTIDEALER TRADING SYSTEM
User Guide 360T SEF TEX MULTIDEALER TRADING SYSTEM USER GUIDE 360T SWAP EXECUTION FACILITY FOR THE MARKET MAKER 360 TREASURY SYSTEMS AG, 2015-1 - 1 INTRODUCTION In July 2010, the Dodd-Frank Wall Street
More informationVolatility Dispersion Presentation for the CBOE Risk Management Conference
Volatility Dispersion Presentation for the CBOE Risk Management Conference Izzy Nelken 3943 Bordeaux Drive Northbrook, IL 60062 (847) 562-0600 www.supercc.com www.optionsprofessor.com Izzy@supercc.com
More informationRT Spread Scanner. Quick overview
RT Spread Scanner RT Spread Scanner... 1 Quick overview... 1 Some hints on usage... 4 Stock filters... 5 Option filters... 5 Stock and option advanced filters... 6 Stock advanced filters... 7 Option advanced
More information6. Foreign Currency Options
6. Foreign Currency Options So far, we have studied contracts whose payoffs are contingent on the spot rate (foreign currency forward and foreign currency futures). he payoffs from these instruments are
More informationModelling the Liquidity Premium on Corporate Bonds
1 Modelling the Liquidity Premium on Corporate Bonds Paul van Loon (*), Andrew J.G. Cairns, Alex McNeil Heriot-Watt University & The Actuarial Research Centre (ARC) (**) Alex Veys Partnership Acknowledgements:
More informationMetaTrader 4 for Android TM Guide
MetaTrader 4 for Android TM Guide Android is a trademark of Google, Inc. Logging in Upon downloading and installing MetaTrader 4 for Android TM from Google Play, you will see the Metatrader 4 icon appear
More informationGetting Started. A Step-by-Step Guide to Trading Foreign Currencies Using the FX Solutions Global Trading System
Getting Started A Step-by-Step Guide to Trading Foreign Currencies Using the FX Solutions Global Trading System Table of Contents Forex Market Overview 3-5 Forex Market 4 FX Solutions 5 Quick Guide to
More informationEquity derivative strategy 2012 Q1 update and Trading Volatility
Equity derivative strategy 212 Q1 update and Trading Volatility Colin Bennett (+34) 91 28 9356 cdbennett@gruposantander.com 1 Contents VOLATILITY TRADING FOR DIRECTIONAL INVESTORS Call overwriting Protection
More informationDavid Bob Case Scenario
David Bob Case Scenario David Bob, CFA, is a derivatives analyst at Capital Inc. Capital Inc. deals mainly in arbitrage positions along with leveraged positions. David is following the options prices and
More informationStudent Records Home Page
Student Records Home Page The homepage for Student Records is built using four sections. Therefore there will be four different processes in changing or modifying the content. The four parts are: 1. Photo
More informationForeign Exchange Market INTERNATIONAL FINANCE. Function and Structure of FX Market. Market Characteristics. Market Attributes. Trading in Markets
Foreign Exchange Market INTERNATIONAL FINANCE Chapter 5 Encompasses: Conversion of purchasing power across currencies Bank deposits of foreign currency Credit denominated in foreign currency Foreign trade
More informationThe Greeks Vega. Outline: Explanation of the greeks. Using greeks for short term prediction. How to find vega. Factors influencing vega.
The Greeks Vega 1 1 The Greeks Vega Outline: Explanation of the greeks. Using greeks for short term prediction. How to find vega. Factors influencing vega. 2 Outline continued: Using greeks to shield your
More informationChapter 5: Foreign Currency Options. Definitions
Chapter 5: Foreign Currency Options Overview 1. Definitions 2. Markets for Options 3. Speculation with Options 4. Option Pricing and Valuation (as time permits.) Suggested Problems & Exercises: All 1 de
More informationCase Study: Double No Touch and Other FX Option Strategies for Low Volatility Markets
Case Study: Double No Touch and Other FX Option Strategies for Low Volatility Markets This case study covers various foreign exchange (FX) option strategies that take advantage of low volatility market
More informationCFD-FX Trading platform Software User Guide. May 2006
CFD-FX Trading platform Software User Guide May 2006 CONTENTS Introduction........................................................1 Installing the trading platform........................................1
More informationSUPER COMPUTER CONSULTING INC.
SUPER COMPUTER CONSULTING INC. 1070 Westfield Way, Mundelein, IL 60060 USA Phone: (847) 837-0200 Fax: (847) 837-0228 e-mail: info@supercc.com http://www.supercc.com EXOTIC OPTIONS Including Second Generation
More informationOMF CTRADER ALLOWS YOU TO TRADE FAST, SECURE, ANYTIME, ANYWHERE. FOREX, SPOT GOLD AND SPOT SILVER
OMF CTRADER ALLOWS YOU TO TRADE FAST, SECURE, ANYTIME, ANYWHERE. FOREX, SPOT GOLD AND SPOT SILVER Get direct access to the forex/spot metals market With OMF ctrader, you get direct access to major foreign
More informationTreasury Workshop I POWERPLUS PRO V4.5 DATADOWNLOAD
Treasury Workshop I POWERPLUS PRO V4.5 DATADOWNLOAD Agenda What is PowerPlus Pro? Using Reuters Powerplus Pro in Microsoft Excel Reuters Pull-down Menu Overview Drag & Drop Speed Lists Assistants Quote
More informationThe Four Basic Options Strategies
1 The Four Basic Options Strategies Introduction The easiest way to learn options is with pictures so that you can begin to piece together strategies step-by-step. However, first we need to understand
More informationBlack-Scholes model: Greeks - sensitivity analysis
VII. Black-Scholes model: Greeks- sensitivity analysis p. 1/15 VII. Black-Scholes model: Greeks - sensitivity analysis Beáta Stehlíková Financial derivatives, winter term 2014/2015 Faculty of Mathematics,
More informationAgriculture Production, Trading and Brokerage SEEK MORE
Agriculture Production, Trading and Brokerage SEEK MORE Discover profitable insights on the world s agriculture markets Changing agriculture markets create new opportunities. Are you going to see and seize
More informationBLOOMBERG DERIVATIVE EXERCISES. 1. Select a stock of interest and identify the exchange-traded options traded on it.
BLOOMBERG DERIVATIVE EXERCISES OPTION CONCEPTS AND FUNDAMENTAL STRATEGIES 1. Select a stock of interest and identify the exchange-traded options traded on it. Example: Options on IBM Enter IBM [EQUITY]
More informationChapter 7 - Find trades I
Chapter 7 - Find trades I Find Trades I Help Help Guide Click PDF to get a PDF printable version of this help file. Find Trades I is a simple way to find option trades for a single stock. Enter the stock
More information1 The Black-Scholes model: extensions and hedging
1 The Black-Scholes model: extensions and hedging 1.1 Dividends Since we are now in a continuous time framework the dividend paid out at time t (or t ) is given by dd t = D t D t, where as before D denotes
More informationINTEREST RATE SWAPS September 1999
INTEREST RATE SWAPS September 1999 INTEREST RATE SWAPS Definition: Transfer of interest rate streams without transferring underlying debt. 2 FIXED FOR FLOATING SWAP Some Definitions Notational Principal:
More informationOPTIONS. FINANCE TRAINER International Options / Page 1 of 38
OPTIONS 1. FX Options... 3 1.1 Terminology... 4 1.2 The Four Basic Positions... 5 1.3 Standard Options... 7 1.4 Exotic Options... 7 1.4.1 Asian Option (Average Rate Option, ARO)... 7 1.4.2 Compound Option...
More informationSummary of Interview Questions. 1. Does it matter if a company uses forwards, futures or other derivatives when hedging FX risk?
Summary of Interview Questions 1. Does it matter if a company uses forwards, futures or other derivatives when hedging FX risk? 2. Give me an example of how a company can use derivative instruments to
More informationMETATRADER 4 USER Guide. Client Services. DMM FX AUSTRALIA Volume 2.0
METATRADER 4 USER Guide Client Services DMM FX AUSTRALIA Volume 2.0 Contents Introduction... 3 Downloading the MetaTrader 4 Platform... 3 Accessing MetaTrader 4... 4 Viewing the MetaTrader 4 Interface...
More informationFixed Income Arbitrage
Risk & Return Fixed Income Arbitrage: Nickels in Front of a Steamroller by Jefferson Duarte Francis A. Longstaff Fan Yu Fixed Income Arbitrage Broad set of market-neutral strategies intended to exploit
More informationWelcome to FX Express On MB Web Express
Welcome to FX Express On MB Web Express Please follow this reference guide to help you navigate through FX Express. You will find helpful information for the following tasks: 1. Setup 2. Creating FX trades
More informationIncrease Productivity
Spend a lot less time entering data and more time with customers Increase Productivity Walk through the steps in this Quick Guide to experience the next-generation usability features in CRM On Demand.
More informationSwing Trade Warrior Chapter 1. Introduction to swing trading and how to understand and use options How does Swing Trading Work? The idea behind swing trading is to capitalize on short term moves of stocks
More informationINTEREST RATES AND FX MODELS
INTEREST RATES AND FX MODELS 8. Portfolio greeks Andrew Lesniewski Courant Institute of Mathematical Sciences New York University New York March 27, 2013 2 Interest Rates & FX Models Contents 1 Introduction
More informationMT4 ANDROID USER GUIDE. FASTEST GROWING FX PROVIDER 2012 World Finance Awards. BEST TRADING PLATFORM World Finance Awards
FASTEST GROWING FX PROVIDER 2012 World Finance Awards BEST TRADING PLATFORM World Finance Awards FASTEST GROWING FX BROKER European CEO Awards BEST FX NEWCOMER 2011 World Finance Awards MT4 ANDROID USER
More information