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The usual forward contract specifies the exact maturity date for the delivery of a predetermined amount of the underlying asset.
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The requirement to assess hedge effectiveness in the Financial Accounting Standards Board's new statement on derivatives accounting, Statement 133, Accounting for Derivative Instruments and Hedging Activities, is critical for qualifying for special hedge accounting.
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The introduction of the new 6% notional coupon for T-bond and T-note futures, beginning with the March 2000 contracts, brought to the forefront an important concept that had long been disregarded: valuing the embedded quality option.
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Hedging volatility skew in equity derivative markets is non-trivial in that the delta calculation is subject to assumptions made on volatility surface dynamics.
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The Black-Scholes model makes the assumption that volatility of the underlying is constant.
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Financial technology is not just for economic objectives--it can be used for broader strategic and business management goals, too.
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One of the complications in equity derivative modelling is how to treat dividends.
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Institutional investors increasingly are turning to commodity derivatives for diversificiation.
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Modern risk management and derivatives pricing requires complicated models of interest rate movements.
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Online business-to-business exchanges have surfaced in the commodity, currency, equity and fixed-income over-the-counter derivatives markets.