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Your search keyword '"James, Jessica"' showing total 8 results
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8 results on '"James, Jessica"'

1. ANALYSIS OF FOREIGN EXCHANGE BAR DATA

Author

James, Jessica

Subjects
Banking, finance and accounting industries, Business
Abstract

Bar data has an honourable history. For decades, high-low-open-close data has been one of the preferred ways of viewing market moves. A simple bar, which just contains the high and [...]

Published
2000

2. WHAT IS CURRENCY OVERLAY?

Author

James, Jessica

Subjects
Foreign investments -- Economic aspects, Investment analysis -- Methods, Banking, finance and accounting industries, Business
Abstract

Currency overlay is becoming increasingly popular with investors who need to manage foreign exchange risk. Essentially it is the outsourcing of foreign exchange risk management. Consider a U.S.-based investor who [...]

Published
1999

3. FX Alpha trading strategies

Author

James, Jessica

Subjects
Banking, finance and accounting industries, Business
Abstract

Alpha Generation Potential For many years, the high volatility of foreign exchange markets has made them attractive to speculators. Even a major currency pair such as the dollar/yen can move [...]

Published
2004

4. Capital allocations.

Author

James, Jessica

Abstract

Presents strategies in calculating the amount of capital needed to be allocated in a derivatives portfolio to support market and credit risks. Risks of loss; Market and default risk distributions; Market and loss distributions.

Published
1998

5. Forwards vs options for the Mexican peso.

Author

James, Jessica and Thomas, Mark

Abstract

Compares the use of forward rate and call option as hedging strategies for the Mexican peso. Problems of using forward rate as a hedge; Advantages of US dollar call option strategy over forward rate.

Published
1998

6. The nature of financial data.

Author

James, Jessica

Abstract

Examines some of the common problems encountered when testing models with financial data. Reason there is never enough data in financial mathematics; Causes of errors contained in a time series of data; Four possible courses of action when a bad data point is identified; Types of data errors.

Published
1998

8. Mean reversion in interest rates.

Author

James, Jessica

Abstract

Discusses the importance of mean reversion in managing and calculating interest rates. Economic reasons for interest rates to be mean reverting; Parameters that determines risk involved in the deal; Importance of mean reversion; Examples of the different types of rate evolution with and without mean reversion; Ways of preventing risks in incorporating mean reversion.

Published
1998

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