by Ansua Dutta-Wystup | Jan 22, 2019 | Newsletter
Editorial Newsletter Editorial January 2019 Once again:MathFinance Conference (8-9 April) – for the 19thtime we will bring the quantitative finance community in Europe together to discuss many cutting edge issues and research results. We are looking forward to...
by Ansua Dutta-Wystup | Dec 19, 2018 | Newsletter
Editorial The Sales-Margin Transparency Farce The current commercial blast between Black Friday and Christmas inspires me to explain the sales margin in a financial product and its transparence overlay-farce. Consumers are often led to think that zero-cost products...
by Ansua Dutta-Wystup | Dec 2, 2018 | Newsletter
Editorial Payoff, P&L and Effective Exchange Rate Diagrams Today, we go back to financial products 101 and discuss payoff, P&L and financial exchange rate diagrams. The reason is that I regularly experience confusion and misconception, thus it is time to...
by Ansua Dutta-Wystup | Oct 31, 2018 | Newsletter
Editorial Tender-Linked FX Forwards Financial product innovation in FX markets has slowed down enormously in the second decade. The big innovation for treasurers in the first decade was the target redemption forward, which has now become a standard range of products...
by Ansua Dutta-Wystup | Sep 28, 2018 | Newsletter
Editorial XOF XOF is not the exit for Offenbach, nor an old-fashioned precious metal, but the currency code for the CFA Franc. The West African CFA franc is the currency of eight independent states in West Africa: Benin, Burkina Faso, Guinea-Bissau,...
by Ansua Dutta-Wystup | Aug 28, 2018 | Newsletter
Editorial Trade Idea for the Turkish Lira The price of a EUR in Turkish Lira (EUR-TRY) has moved up from 5.00 to above 7.00 in the last 3 months, a rise by more than 40%. For currencies, even for emerging markets’ currencies, this is a dramatic move. Along with the...