Pricing
In brief – December 14, 2009
SunGard releases cost-basis reporting engine SunGard has released a cost-basis reporting engine, a tax lot accounting system to support financial services institutions using any back-office system or combination of systems...
Interbank market builds consensus
Brokers extends options coverage
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More Pricing articles
Deal Hub wins new client
LONDON - A North-American bank has gone live with...
Sogeti endorses latency on Siena
LONDON - The wave of banks switching off executable...
A time for special FX
Dealers are beginning to think a lot more seriously about credit-adjusting the prices they quote on foreign exchange derivatives. How are they calculating this, and how are clients responding to the move? By John Ferry
FX and DX: valuing the US Dollar Index futures contract
Several theoretical models have been proposed in the 22 years since the DX futures contract was launched. Here, Charles Wright, principal of Alpha Numerics in New York, discusses a numerical approach
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