3 pages matching downside in this book
Results 1-3 of 3
What people are saying - Write a review
We haven't found any reviews in the usual places.
arbitrage asset class base currency basket derivatives basket option provides basket weights borrowing correlation currency hedge ratios currency notional amounts currency pairs currency risk defined discount diversification dollar downside DXY Index euro euro-dollar and dollar-yen euro-yen Euromoney eurozone exchange rates exposures Fed Funds rate forecast foreign currency weighting fund managers FX basket option Global Foreign Exchange graph hedge funds high volatility implied covariance matrix implied volatilities increase incremental alpha interest rate carry interest rate differentials leverage manager search million model/manager money managers Monte Carlo simulations MSCI World non-US savings plain vanilla currency positions probability of ruin product based strategies pseudo asset RBC Capital Markets rencies return distribution rising US rates risk aversion risk management ruin probability Sharpe ratio spot and strike strike prices terms of base trading strategy transform volatility trend USD/JPY vanilla currency options vanilla option variance swaps volatility into yield volatility overlay yield appetite