FX markets

Part 1 of ebook "Applied quantitative finance (Third edition)" has presents the following content: market risk; vaR in high dimensional systems-a conditional correlation approach; multivariate volatility models; portfolio selection with spectral risk measures; implementation of local stochastic volatility model in FX derivatives; credit risk; estimating distance-to-default with a sector-specific liability adjustment via sequential monte carlo;...

244p dieptieuung 20-07-2023 8 3   Download

Foreign exchange market (Forex/Fx) là thị trường ngoại hối, thị trường giao dịch các loại ngoại tệ. Việc lưu thông các đồng tiền trên thị trường ngoại hối thúc đẩy các giao dịch quốc tế và các hoạt động kinh doanh quốc tế. Forex là thị trường tài chính có quy mô lớn nhất thế giới, song chỉ dành cho các nhà đầu tư chuyên nghiệp. Ngay bản thân các ngân hàng có kiến thức chuyên sâu về tài chính, tỷ giá, nhưng đầu tư ngoại hối vẫn thua lỗ như thường.

5p vijeffbezos 01-11-2021 19 2   Download

Chapter 15 - Foreign exchange: the structure and operation of the FX market. This chapter include objectives: Understand the nature of global FX markets, discuss participants in the FX markets, describe the functions and operations of FX markets, outline instruments traded in FX markets,...

49p nanhankhuoctai2 25-05-2020 28 3   Download

Chapter 17 - Foreign exchange: risk identification and management. In this chapter, students will be able to: Recognise FX transaction, translation, operational and economic risk, formulate an FX policy document, outline methods to identify a company’s FX exposures, describe the implementation of market-based hedging techniques, explain internal non-market-based techniques for managing FX risk.

49p nanhankhuoctai2 25-05-2020 16 0   Download

Chapter 16 - Foreign exchange: factors that influence the exchange rate. The goal is for you to learn: Explain how supply and demand issues determine an equilibrium exchange rate, consider mechanisms and relationships of factors influencing the exchange rate, explore regression analysis on variables impacting on an exchange rate.

48p shiwo_ding8 29-06-2019 31 5   Download

Chapter 15 - Foreign exchange: The structure and operation of the FX market. This chapter include objectives: Understand the nature of global FX markets, discuss participants in the FX markets, describe the functions and operations of FX markets, outline instruments traded in FX markets.

48p shiwo_ding8 29-06-2019 37 4   Download

The goals of this chapter are: To describe the FX market, to identify participants and currencies, to describe the mechanics and technology of FX trading, to introduce some exchange rate concepts, to illustrate FX position keeping, to describe the AUD FX market, to introduce some FX jargon.

46p nomoney2 10-02-2017 48 3   Download

Lecture International finance: An analytical approach (2/e) – Chapter 3: The balance of payments and the effective exchange rate. The goals of this chapter are: To study the structure of the balance of payments, to illustrate the relationship with the FX market, to introduce the concept of the effective exchange rate.

24p nomoney2 10-02-2017 75 3   Download

The main goals of this chapter are to: Explain how money can be made and lost in the foreign exchange (FX) markets; understand foreign exchange quotations, including cross rates; describe currency exchange controls; explain how financial forces such as tariffs, taxes, inflation and the balance of payments can affect international management.

25p hihihaha3 12-12-2016 55 3   Download

Chapter 15 - Foreign exchange market: Participants and mechanics. In this chapter students will be able to: Identify participants in foreign exchange (FX) markets, describe functions and operations of FX markets, outline instruments traded in FX markets, explain conventions for quotation and calculation of exchange rates and forward exchange rates Identify participants in foreign exchange (FX) markets.

41p tangtuy10 04-05-2016 91 8   Download

Chapter 17 - Foreign exchange risk identification and management. In this chapter, students will be able to: Identify the different types of foreign exchange (FX) risk faced by firms, understand how firms can manage their foreign exchange risk using market-based or internal hedging techniques.

49p tangtuy10 04-05-2016 50 4   Download

Thị trường ngoại hối (Forex, FX, hoặc thị trường tiền tệ) là một thị trường phi tập trung toàn cầu cho việc trao đổi các loại tiền tệ. Những người tham gia chính trong thị trường này là các ngân hàng quốc tế lớn. Các trung tâm tài chính khắp thế giới giữ chức năng như các neo của trao đổi giữa một loạt các loại người mua và người bán khác nhau suốt ngày đêm, ngoại trừ những ngày cuối tuần. EBS và Reuters' dealing 3000 là hai nền tảng trao đổi FX liên ngân hàng chính. Thị trường...

17p tab_12 29-07-2013 247 32   Download

Thị trường Ngoại hối (tiếng Anh: Foreign Exchange Market, viết tắt là FOREX hay FX) là thị trường tiền tệ liên ngân hàng quốc tế, còn được nhắc đến dưới cái tên Thị trường Tiền mặt (Cash Market) hoặc Thị trường Liên ngân hàng Giao ngay (Spot Interbank Market). Thị trường Ngoại hối tồn tại bất cứ nơi nào mà ở đó, tiền tệ của một quốc gia này được chuyển đổi thành tiền tệ của một quốc gia khác. Chính chúng ta sẽ vô tình trở thành người tham gia vào thị trường ...

67p bluesky_12 19-12-2012 306 86   Download

Interest rate risk remains high for banks because of a duration mis- match between deposits relative to banks’ holdings of government securities and certain housing loans. Exchange rate risk is less of a concern as banks have only a small net foreign exchange position and hedges are generally considered to be with strong institutions. In addition, large Turkish corporates have high foreign-exchange (FX) liabilities, often to foreign lenders, more willing to provide financing as markets stabilised after the crisis in 2001.

9p quaivatxanh 30-11-2012 59 4   Download

Banks operating in the main developed countries have been exposed, since the Seventies, to four significant drivers of change, mutually interconnected and mutually reinforcing. The first one is a stronger integration among national financial markets (such as stock markets and markets for interest rates and FX rates) which made it easier, for economic shocks, to spread across national boundaries.

0p taurus23 25-09-2012 97 26   Download

Learn the basics of forex trading. It's amazing how many people simply don't know what they're doing. In order to compete at the highest level in the trading business and be one of the few truly successful participants you must be welleducated about what you are doing. This does not mean having a degree from a wellrespected university ? the market doesn?t care where you were educated.

22p hainvb 09-03-2010 190 67   Download