Targetmaps

More formally, we might have written P1(ω1L) and P2(ω1L) to indicate the prices of the dangerous asset at dates 1 and a pair of and similarly Q1(ω1L) and Q2(ω1L) to indicate the quantities acquired by LRs at totally different dates. Given that all trading happens in the “ lower branch” of the tree we undertake […]

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The extra lively banks quote NDFs from between one month to 1 12 months, although some would quote up to two years upon request. The mostly traded NDF tenors are IMM dates, but banks also provide odd-dated NDFs. NDFs are usually quoted with the USD because the reference forex, and the settlement quantity is also […]

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