Pricing
Buy side resigned to higher pricing
Buy-side traders have emerged as post-crisis neo-realists, with a sense of resignation, and some scarring, in the tone of speakers at the FX Invest Europe congress in Zurich last Tuesday (March 9).
Banks adopt new options-pricing practice
Interbank market builds consensus
GFI upgrades Fenics options pricing platform
Brokers extends options coverage
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