Essays about: "Foreign Exchange Spot"

Showing result 6 - 10 of 12 essays containing the words Foreign Exchange Spot.

  1. 6. Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques

    University essay from Lunds universitet/Matematisk statistik

    Author : Lovisa Thordin; [2015]
    Keywords : Mathematics and Statistics;

    Abstract : This thesis has two main objectives related to trading foreign currencies. First, it is investigated how the customer order ow of Nordea is related to currency price changes. Second, the goal is to nd a new way of grouping customers that can give additional insights in the trading behaviour of dierent customers. READ MORE

  3. 7. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period

    University essay from Företagsekonomi

    Author : Andrei Dumitrescu; Antti Tuovila; [2013]
    Keywords : carry trade; correlation; currency; equity indexes; financial crisis; foreign exchange; risk premia; uncovered interest parity; volatility; S P 500; FTSE All-World; VIX;

    Abstract : One of the most popular investment and trading strategies over the last decade, has been the currency carry trade, which allows traders and investors to buy high-yielding currencies in the Foreign Exchange spot market by borrowing, low or zero interest rate currencies in the form of pairs, such as the Australian Dollar/Japanese Yen (AUD/JPY), with the purpose of investing the proceeds afterwards into fixed-income securities.To be able to determine the causality between the returns of equity markets and the foreign exchange market, we choose to observe the sensitivity and influence of two equity indexes on several pairs involved in carry trading. READ MORE

  4. 8. Dynamic Hedge Rations on Currency Futures

    University essay from Göteborgs universitet/Graduate School

    Author : Bartosz Czekierda; Wei Zhang; [2010-06-16]
    Keywords : ;

    Abstract : In the globalized economy many businesses are exposed to the foreign exchange risk in their daily trading activities. Exchange traded futures contracts are one of the instruments that are designed specifically to hedge such risk. READ MORE

  5. 9. Automatic Electronic Foreign Exchange Spot Market Making : Effects on Profitability from Network Latency

    University essay from Blekinge Tekniska Högskola/Sektionen för management

    Author : Rickard-Carl Berglén; [2010]
    Keywords : Automatic Market Making; Automatic trading algorithms; Electronic Networks; Foreign Exchange Spot; Network Latency.;

    Abstract : The focus of this thesis is to develop a model that aims to predict how electronic network latency affects the performance, and in turn the profit and loss of Automatic Market Making making in the Foreign Exchange Spot market. The output from this model will then be used in an investment analysis to determine if the improved profit from upgrading a automatic trading platform is large enough to give a solid return on investment. READ MORE

  6. 10. FX BASKET OPTIONS - Approximation and Smile Prices

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Patrik Karlsson; [2009]
    Keywords : hedging; FX; Black-Scholes; Volatility Smile.; Basket Option; Derivative; Local Volatility; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : Pricing a Basket option for Foreign Exchange (FX) both with Monte Carlo (MC) techniques and built on different approximation techniques matching the moments of the Basket option. The thesis is built on the assumption that each underlying FX spot can be represented by a geometric Brownian motion (GBM) and thus have log normally distributed FX returns. READ MORE