Pricing

• Trading Systems

Sogeti endorses latency on Siena

• 04 May 2009

• Currency Derivatives

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

• 19 Jan 2009

• Trading

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

• 30 Apr 2007