Index
Acer, Emmanuel
Algorithmic trading
American Economic Association
American quote
American Stock Exchange (AMEX)
American-style exercise or American options
Amzallag, Robert
“Animal spirits,”
Appreciation
Arbitrage
Argentina
Asian contagion
Asian crisis
Asian option
Assigned
“At-the-money,”
Aussie
Australia
Austria
Average-price option
Average-rate option
Bachelier, Louis
Bahamas
Baht, Thai [THB]
Bangkok
Bank for International Settlements (BIS)
Bank of England
Bank of Israel
Bank of Japan
Bankers Trust
Bankhaus Herstatt
Bar charts
Barber, Andrew
Barings Bank
Barrier options
Barter
Basel Committee on Banking Supervision
BASF
“Beggar thy neighbor,”
Belgium
Benchmark
Bermuda
Bermudan or Bermuda option
Bernanke, Ben
Bernstein, Peter
Bhagwati, Jagdish
Bid-offer or bid-ask
Bid-offer spread
Big figure
Big Mac Index
Bimetallism
Binary options
Binomial model
Binomial tree
Birkhold, Thomas
Black-box trading
Black, Fischer
Black-Scholes
Black Wednesday
Bloomberg
Bogart, Humphrey
Bollinger bands
Bomfim, Antulio N.
Bond swap
Bosnia
Bourdain, Christopher
Breakeven option graph
Bretton Woods
Bretton Woods Agreement
Bretton Woods Conference
Britain
British Bankers Association (BBA)
British Commonwealth
Broken date
Bryan, William Jennings
Brys, Eric
Bulgaria
Bureau of Engraving and Printing (U.S.)
Buy-write/over-write
Cable
Call
Canada
Capital markets vigilantes
Caribbean
Carry trades
Carrying
Central African countries, formerly French-colonial
CFTC. See Commodity Futures Trading Commission
Charm
Charting, charts
Cheese
Chicago Board of Trade (CBOT)
Chicago Board Options Exchange (CBOE)
Chicago Mercantile Exchange (CME). See also Merc
China (People’s Republic)
Chiodo, Abbigail J.
Churchill, Winston
Ciaschini, Martha
Cigarettes
Civil War (U.S.)
Closed economies
Cloud patterns
CLS Bank International
CNN
Coinage Act of, 1873
Collar
Color, colour
Commodity currencies
Commodity Exchange (COMEX)
Commodity Futures Modernization Act
Commodity Futures Trading Commission (CFTC)
Compound interest
Compound option
Compounding
Confederate States of America
Confederation Helvetica
Consumer confidence
Consumer Price Index (CPI)
Continuous compounding
Continuous linked settlements (CLS)
Controlled currency
Cornell, Bradford
Cost of carry
Counterfeit currency
Covered call. See Buy-write
Covered interest arbitrage. See also Interest rate parity
Cox, John C.
Credit default swaps
Credit event
Creeping pegs
Crises
“Cross of Gold” speech
Cross rates
Cross-currency (interest rate) swaps
Cuba
Currency
Currency board
Currency substitutes
Current account deficit
Cut. See New York-cut; Tokyo-cut
Cyprus
Cyrus, Peter
Czech Republic
Davies, Glyn
Dawes Plan
Day count or day basis
Decay. See Theta
Decimalization
Deflation
Delta
Delta neutral
Denmark
Depreciated currency
Derivative(s)
Derivative Strategies
Deutsche Marks, German
Devaluation
Dey
Digital options
Dirty float
Discount
Discount rate
Discounting
Disneyland
Dividends
Dobbs, Fred C.
Dollar, Australian [AUD]
Dollar, Canadian [CAD]
Dollar, Hong Kong
Dollar, Namibian
Dollar, New Zealand [NZD]
Dollar, United States [USD]
Dollarization
“Domestic,”
Double coincidence of wants
Double lock-out options
Dow Theory
Drachma, Greek
Duisenberg, Willem (Wim) F.
Dunbar, Nicholas
DVP (delivery versus payment)
Eartha
Easing
East Timor
Ecevit, Prime Minister Bulent
ECNs (electronic communications networks)
Eco
Economic exposure
Economist, The
ECU or ecu
Ecuador
Eiffel Tower
El Salvador
Electronic Brokering System (EBS)
Electronic money
Elliott, Ralph Nelson
Elliott Waves
Emerson, Ralph Waldo
England
Equity options
Erosion. See also Theta
Estonia
Euro [EUR]
Eurodollars
EuroDollar futures contracts
Euromarket Day Finder Calendar
European Central Bank (ECB)
European Economic Community (EEC)
European Monetary Institute (EMI)
European Monetary System (EMS)
European quote
European-style exercise or European options
European Union (EU)
EuroZone
Exchange Rate Mechanism (ERM)
Exchange-traded derivative (ETD)
Exercise
Exercise price (strike price)
Exotic currencies
Exotic option
Expectations
Expectations theory
Expiration
Fair value
Fand, Jeremy
Farmer, Roger E. A.
Federal Reserve Bank (Fed)
Federal Reserve System
Fed funds rate
FENICS
Fiat currency
Fibonacci numbers
Financial Markets Education
Financial Services Authority
Financial Times
Finland
Fischer, Stanley
Fisher, Irving
Fisher Equation
Fixed exchange rates
Flat
Flex contracts
Floating exchange rates
Florint, Hungarian
Fordham University
Forecast volatility
“Foreign,”
Foreign exchange
as an asset class
Foreign exchange swaps
Forward outright, forward outright price
Forward points
Forward pricing
Forward rates
Forwards, forward contracts
Forward-starting option
Fourcans, Andre
Fractal
Franc, French
Franc, Swiss [CHF]
France
Francis, Jack Clark
Francks, Raphael
Frenkel, Jacob
Friedman, Milton
Friedman, Rose
Froot, Kenneth
“Full amount,”
Fundamental analysis
Futures
Futures prices
FX
Galati, Gabriele
Galbraith, John Kenneth
Gamma
Gann angles, Gann Studies
GARCH (generalized autoregressive conditional heteroskedasticity)
Garman, Mark
Garman-Kohlhagen formula
Gasser, Felix
Gastineau, Gary L.
GDP. See Gross domestic product
GDP Deflator
Geometric Brownian Motion
Germany
Ghosh, Atish R.
Gibson Greeting
Giddy, Ian
“Global,” currency name
Global macro hedge funds
GNP (gross national product)
Gold
Gold certificates
Gold standard
“Good business days,”
“Good faith deposit,”
Goodman, George J. W. (Adam Smith)
Great Britain
Greco, Robert (Rob)
Greece
Greeks. See Option risk measures
Greenspan, Alan
Gresham, Thomas
Gresham’s Law
Gross domestic product
Gross, William (Bill)
Grossman, Sanford J.
Group of Thirty
Gulde, Anne-Marie
Haircut
Hamilton, Alexander
Handle
Head-and-shoulders pattern
Hedge ratio
Heller, Robert
Hershey Foods
High-net-worth clients
Historical volatility
“Hit your bid,”
Hong Kong
Hume, David
Hungary
Hull, John
Hultberg, Nelson
Hunt Brothers (Bunker and Herbert)
Hyperinflation
IBM
Implied volatility
“In God We Trust,”
In options
“In-the-money,”
India
Indonesia
Ineichen, Alexander M.
Inflation
Ingersoll, Jonathan E., Jr.
Initial margin
Interest
Interest rate differentials
Interest rate parity
Interest rates
International Bank for Reconstruction and Development
International Monetary Fund (IMF)
International Monetary Market (IMM)
International put-call equivalence
Intervention
Intors
Intrinsic value
Investment Company Act of 1940
Invisible hand
Ireland
ISDA (International Swaps and Derivatives Association)
ISO (International Standards Organization) Codes
Italy
Japan, GDP
Japanese candlesticks
Jarrow, Robert
Jefferson, Thomas
Kane, Thomas
Kanzler, Al
Keynes, John Maynard
Keynesian Economics
Kick-out, kick-in options
Kindleberger, Charles P.
Kiwi
Kleinfeld, Sonny
Knock-out, knock-in options
Knock-out—knock-in parity
Koruna, Czech
Krause, Jeff
Krieger, Andy
Kritzman, Mark P.
Krona, Swedish [SEK]
Krone, Norwegian
Kroon, Estonian
Krugerrands, South African
Krugman, Paul R.
Lace, Paula
Lamont, Norman
Latvia
LeBaron, Blake
LIBOR (London InterBank Offer Rate)
LIFFE (London International Financial Futures Exchange)
“Lift your offer,”
Lipscomb, Laura
Liquidity preference hypothesis
Lira, Italian
Lira, Turkish
Lithuania
Lock-out options
Lognormally distributed
London Bridge
“Long,”
Long-Term Capital Management (LTCM)
Lookback option
Lowenstein, Roger
Luxembourg
Maastricht Treaty
Mahathir, Prime Minister
Maintenance margin
Major currencies
Malaysia
Malta
M&M/Mars
Maple Leaf coins, Canadian
Margin, margin account
Margin call
Mark, German
Market
Market rate of interest
Marketmaking
Marketmaker
Marking-to-market
Marr, Ron
Master ISDA
Maturity
McDonald’s
McLaughlin, Mignon
“Medium of exchange,”
Melamed, Leo
Melvin, Michael
Merc (Chicago Mercantile Exchange)
Metalgessellschaft
Micronesia, Federated States of
Microsoft
Miller, Merton
Milliard
Million
Monetary policy
Money
Money rates
Moneyness
Morningstar
Moving averages
MSCI EAFE Index
Mundell, Robert
Mundo
Murphy, John
Nanto, Dick
NASDAQ
National Debt Clock
National Futures Association (NFA)
National Rifle Association
Nestlé
Netherlands
New York-cut
New York Fed
New York Stock Exchange (NYSE)
New Zealand
Nixon, Richard M.
Nominal rate of interest
Nondeliverable forward (NDF)
Nonstandard options
Norway
Nostro
Numeraire
Nygaard, Niels
O’Connor and Associates, LLP
Off-market forwards
Office of the Comptroller of the Currency (OCC)
Okunev, John
Omega
Ong, Li Lian
Open economies, openness
Open market operations
Option(s)
Option risk measures
Option valuation
Orange County
Osler, Carol
OTC. See Over-the-counter
“Out-of-the-money,”
Out options
Out strike (barrier)
Over-the-counter (OTC)
Owyang, Michael T.
Palau
Palladium
Panama
Parity
Pattern recognition
Peg(s)
Pennant
Performance bond. See also Margin, margin account
Perl, Jason
Perpetual put
Peseta, Spanish
Peso, Argentinian
Peso, Mexican (Nuevo) [MXN]
Phi
Philadelphia Stock Exchange (PHLX)
Philippines
PIMCO
Pip(s)
P/L graph. See Breakeven option graph
Platinum
Plaza Accord
Poland
Polo, Marco
Portugal
Pound, Great Britain [GBP]
Precious metals
Premium
Premium-contingent option
Price
Pring, Martin
Procter and Gamble
Producer Price Index (PPI)
Profit/loss graph. See Breakeven option graph
Protectionism
Protective put
Purchasing power parity (PPP)
Put
Put-call duality
Put-call parity:
foreign exchange
non-dividend-paying equity
Put-call symmetry
Quanto option
Quantum Fund
Radford, R. A.
Rai
Rand, South African [ZAR]
Range accrual options
Range bound
Rappen, Swiss
Reagan, Ronald
Real, Brazilian [BRL]
Real interest rate
Reality check
Recursive
Reflexivity
Reinganum, Marc R.
Renminbi, Chinese
Rentenmark (German)
Replicating portfolio
Reserve asset
“Reserve currency,”
Reserve requirements
Resistance level
Reuters Matching System
Revaluation
Revolutionary War
Rho
Ringgit, Malaysian
Risk
Risk-free portfolio
“Risk-free” rate
Risk neutral probability
Risk reversal
Rockefeller Plaza
Rogers, Jim
Roosevelt, Franklin Delano
Rose-Smith, Imogen
Ross, Stephen A.
RSI (relative strength indices)
Rubinstein, Mark
Ruble, Russian
Rule of
Rumsfeld, Donald H.
Russia
Samuelson, Paul A.
Sargent, Thomas J.
Sarno, Lucio
Satchell, Stephen
Scholes, Myron
Schwager, Jack
Schwartz, Anna
Schwartz, Martin
SEC (Securities and Exchange Commission)
Segmented markets
Self-fulfilling prophecy
Settlement
Settlement (or value) date
Settlement risk
Sezer, President Ahmet Necdet
Shad-Johnson Accord
“Short,”
Silver
Silver certificates
SIMEX (Singapore International Monetary Exchange)
Simple interest
Singapore
Single Global Currency Association
Skew
Slater, Robert
Slovakia
Slovenia
“Smart paper,”
Smith, Adam
Smithsonian Agreement
“Snake,”
Snow, John W. (U.S. Treasury Secretary)
Solomon, King
Soros, George
South Africa
South America
South Korea
Soviet Union
Spain
Specie
Speed
Spot-forward arbitrage in FX
Spot-forward relationship in FX. See Interest rate parity
Spot-forward swap
Spot market
Standish, David
Statistical arbitrage
Sterling, Pound
Sterling silver
Stigler, George
Stiglitz, Joseph E.
Stock
Stoll, Hans
“Store of value,”
Straddle
Strengthened
Strike price, strike (exercise price)
Strike selection
Structured note (FX)
Sucre, Ecuador
Swap(s)
Swap points
Swap rates
Sweden
Swiss Bank Corporation (SBC)
Swiss National Bank
Swissy
Switzerland
Synthetic forward
Taiwan
Tau
Taylor, Mark P.
Technical analysis
Technical analyst
Technicals
Technician
TELEX
Term structure of interest rates
Term structure of volatility
Thailand
Thaler, Richard
Theta
Tightening
Timing
Tokyo-cut
Toth, Dave
Toy, William W.
Trade date
Trade deficits
Trade protection
Trading money
Train, John
Transactional exposure
Translational exposure
Treasure of the Sierra Madre, The
Triangular arbitrage
Trichet, Jean Claude
Troccolo, Joe
Two-sided market
Tygier, Claude
UBS
Underlying asset
Unemployment
Union Bank of Switzerland
“Unit of account,”
United Kingdom
United Nations (UN)
University of Chicago
U.S. Geological Survey
U.S. Treasury
Value
Value (or settlement) date
Vanilla option
Vanilla swap
Vanna
Variation margin
Vega
“Veil of money,”
Velde, Francois R.
Vichitakul, Thevan
Volatility
Volatility cone
Volatility smile
Volker, Paul
Vomma
Vostro
Wall Street Journal
Weakened
Weatherford, Jack
Wei ji
White, Derek
Whittaker, J. Gregg
Wholesale Price Index
Williams, Jonathan
Wings
Wolf, Holger C.
Won, (South) Korean [KRW]
World Bank
World War I
World War II
Yap
Yard
Yen, Japanese [JPY]
Yield enhancement
Yuan, Chinese
Zero (or spot) rates
Zloty, Polish
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