Relevant bibliographies by topics / FX

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'FX'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "FX"

1

Kellner, Markus, and Fabian Liebel. "FX-Kredit: ausreichende Bestimmheit des FX-Betrags." Zeitschrift für das gesamte Bank- und Börsenwesen 70, no. 10 (2022): 776. http://dx.doi.org/10.47782/oeba202210077601.

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Kellner, Markus, and Fabian Liebel. "FX-Kredit: ausreichende Bestimmheit des FX-Betrags." Zeitschrift für das gesamte Bank- und Börsenwesen 71, no. 3 (2023): 204. http://dx.doi.org/10.47782/oeba202303020401.

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Brady, Ciaran, John Bradley, and A. T. Lucas. "Special FX." Books Ireland, no. 160 (1992): 139. http://dx.doi.org/10.2307/20626596.

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Atkinson, David. "Special FX." Manufacturing Management 2023, no. 1-2 (2023): 9. http://dx.doi.org/10.12968/s2514-9768(23)90375-3.

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Tudball, Dan. "Special FX." Wilmott 2017, no. 90 (2017): 28–35. http://dx.doi.org/10.1002/wilm.10604.

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Poulsen, Rolf. "Special FX." Wilmott 2018, no. 95 (2018): 40–41. http://dx.doi.org/10.1002/wilm.10673.

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Wystup, Uwe. "FX Greeks." Wilmott 2019, no. 99 (2019): 16–19. http://dx.doi.org/10.1002/wilm.10733.

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Noguchi, Kengo, Shin-ichi Takahashi, Hiroaki Ishihara, et al. "Impact of Factor × Mutations on the Activity of Edoxaban." Blood 116, no. 21 (2010): 3321. http://dx.doi.org/10.1182/blood.v116.21.3321.3321.

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Abstract Abstract 3321 Background: Edoxaban is a direct inhibitor of factor Xa (FXa), and its efficacy as an oral anti-coagulant agent is less likely to be affected by food intake or drug-drug interaction. This profile of edoxaban suggests a good compliance in clinical use.However it is not clear whether genetic variations of FX influence the efficacy of edoxaban. Objectives: To investigate the possible inter-patient variability in the efficacy of edoxaban stemming from SNPs in the FX gene, we characterized the enzyme activity of FXa derived from wild type FX (FX-WT) and from FX with two known
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Salminen, Kari. "FX + 3D = VT." Lähikuva – audiovisuaalisen kulttuurin tieteellinen julkaisu 4, no. 2-3 (1991): 94–106. http://dx.doi.org/10.23994/lk.119845.

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Krishnan.S, Muthu, Angelin Ranjithamani.D, and Deepa .C. "FX Event Organization." International Journal on Cybernetics & Informatics 10, no. 2 (2021): 137–44. http://dx.doi.org/10.5121/ijci.2021.100216.

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Online event management system is an online event management system software project that serves the functionality of an event manager. The system allows registered user login and new users are allowed to register on the application. The system helps in the management of events, users and the aspects related to them. This proposed to be a web application. The project provides most of the basic functionality required for an event type e.g. [technical,Non-technical events,etc]. College students are advanced in thinking, who are senior and specialized professionals trained by the nation. They hav
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Dissertations / Theses on the topic "FX"

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Summonte, Chiara. "FX modelling under collateralization." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2016. http://amslaurea.unibo.it/11454/.

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We present the market practice for interest rate yield curves construction and pricing interest rate derivatives. Then we give a brief description of the Vasicek and the Hull-White models, with an example of calibration to market data. We generalize the classical Black-Scholes-Merton pricing formulas, considering more general cases such as perfect or partial collateral, derivatives on a dividend paying asset subject to repo funding, and multiple currencies. Finally we derive generic pricing formulae for different combinations of cash flow and collateral currencies, and we apply the results
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Fischbach, Pascal. "Derivate für FX-Absicherungen." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05608120001/$FILE/05608120001.pdf.

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Banti, Chiara. "Essays in FX market microstructure." Thesis, City University London, 2013. http://openaccess.city.ac.uk/2956/.

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The thesis presents three papers in the field of international finance and provides a study of the foreign exchange (FX) market from a microstructure perspective. From the empirical identification of a common component in liquidity across currencies, referred to as FX market liquidity, the thesis investigates its asset pricing implications, determinants and cross-market dynamics. The first paper is an empirical study of global liquidity risk in the FX market. Estimating liquidity with the Pastor-Stambaugh measure originally developed for the stock market, the paper documents strong liquidity c
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Zanchini, Giulia. "Stochastic local volatility model for fx markets." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2014. http://amslaurea.unibo.it/7685/.

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Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.
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Temel, Cengiz. "Asset and Liability Analysis using FX Hedge-Ratios." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01654763002/$FILE/01654763002.pdf.

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Hussein, Shaimas Masry. "Event-based microscopic analysis of the FX market." Thesis, University of Essex, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.601504.

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The foreign exchange (FX) market is the largest and most liquid financial market in the world. Like the centre of a spider web, the foreign exchange market connects to all other financial markets around the world. It is a global network that allows its participants to trade 24 hours 5 days a week from different geographical locations. Given this unique nature of the FX market, millions of daily tick data, referred to as high frequency data (HFD), are generated as a result of market participants' decisions and interactions. To understand market dynamics, our approach is to explore t~e microscop
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Varga, Lukáš. "Effect of Implied Volatility on FX Carry Trade." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-113592.

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This thesis aims to back-test the ability of implied volatility carry trade strategies to outperform the carry trade strategies in the FX markets. Recent research has shown that the profitability of the strategies is partly attributable to the market mispricings of the forward volatility agreements and a tendency of the forward implied volatility to overestimate the future spot implied volatility. This thesis uses a similar approach to construct portfolios containing 10 developed as well as 9 emerging market currencies. Our approach is based on the assumption that Uncovered Interest rate Parit
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Luo, Lin. "Modelling FX smile : from stochastic volatility to skewness." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/11313.

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This thesis is concerned with the design and analysis of a tractable model, which can capture the key features ofthe observed implied volatility smile surface in the foreign exchange (FX) market, and is flexible enough to be extended to price path-dependent exotic options. In the first part, we examine the dynamics ofthe exchange rate via the conditional distribution implied from option prices, in which the theory and various techniques for implied distribution are analyzed. We identify three sources of uncertainty that need to be modelled: the stochastic exchange rate process, the stochastic
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Lundberg, David. "Classification of high-frequency FX market data : Master Thesis." Thesis, Uppsala universitet, Avdelningen för systemteknik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469.

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The goal of this master thesis was to develop a method for real-time classification of market trading data at the Foreign Exchange (FX) department at the Skandinaviska Enskilda Bank (SEB). The characteristics in the market data sets were analyzed using Principal Component Analysis (PCA). The analysis showed that the principal component subspaces for two different types of market data, normal and abnormal, for the EUR/USD instrument where significantly different. The result from the PCA naturally led into the construction of a Single-class detector, for detecting if quote updates were normal or
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Zhang, Yun. "Interest Rate Exotics, Long-dated FX Options, and Hybrids." Thesis, Imperial College London, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.501220.

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Books on the topic "FX"

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duo), DMSTFCTN (Artist. ECHO FX. Krisis Publishing, 2021.

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(Firm), Snazaroo, ed. FX faces. Kingfisher, 1997.

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Mante, Loree Cruz. Biyaheng FX. Published and exclusively distributed by Anvil, 2006.

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Dadachanji, Zareer. FX Barrier Options. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756.

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James, Jessica, Jonathan Fullwood, and Peter Billington, eds. FX Option Performance. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781118793251.

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Swaha, Pattanaik, ed. FX yearbook 1993. Euromoney Publications, 1993.

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Jewitt, Giles Peter. FX Derivatives Trader School. John Wiley & Sons, Inc, 2015. http://dx.doi.org/10.1002/9781118967553.

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T, Smith Robert. Discovering calculus with the Casio fx-7700 and the Casio fx-8700. McGraw-Hill, 1994.

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Corporation, Seiko Epson. FX-850 and FX-1050: 9 pin dot matrix printers, user's guide. Seiko Epson, 1988.

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Corporation, Seiko Epson. FX-800, and FX-1000: 9 pin dot matrix printers, user's guide. Seiko Epson, 1988.

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Book chapters on the topic "FX"

1

Stojanovic, Srdjan. "FX Rates and FX Derivatives." In Neutral and Indifference Portfolio Pricing, Hedging and Investing. Springer New York, 2011. http://dx.doi.org/10.1007/978-0-387-71418-9_7.

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Iqbal, Adam S. "FX Volatility and FX Options." In Foreign Exchange. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93555-9_4.

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Deutsch, Hans-Peter, and Mark W. Beinker. "FX Derivatives." In Derivatives and Internal Models. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22899-6_16.

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Darkin, Christian, Chris James Hewitt, Joost Korngold, et al. "Extreme FX." In After Effects Most Wanted. Apress, 2002. http://dx.doi.org/10.1007/978-1-4302-5149-1_3.

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Paulus, Michael J. "FX Reserve Management." In Handbook of Exchange Rates. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118445785.ch19.

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Kakushadze, Zura, and Juan Andrés Serur. "Foreign Exchange (FX)." In 151 Trading Strategies. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-02792-6_8.

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Dadachanji, Zareer. "Meet the Products." In FX Barrier Options. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_1.

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Dadachanji, Zareer. "Living in a Black-Scholes World." In FX Barrier Options. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_2.

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Dadachanji, Zareer. "Black-Scholes Risk Management." In FX Barrier Options. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_3.

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Dadachanji, Zareer. "Smile Pricing." In FX Barrier Options. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_4.

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Conference papers on the topic "FX"

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Deng, Xinping, Yang Wu, Shengpu Niu, et al. "Performance of CUDA-based FX cross correlation implementations." In Laser Technology and Applications, edited by Pu Zhou. SPIE, 2024. https://doi.org/10.1117/12.3047839.

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Teertsra, Steve. "Next-Generation High-Performance FX LiBR for the Future Tire." In Technical Meeting of the Rubber Division, ACS. Rubber Division - American Chemical Society (ACS), 2024. https://doi.org/10.52202/077855-0020.

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Hullette, Tobias, and Darius Carter. "Aerodynamic Interaction in Longitudinally Canted Multi-Rotor Systems." In Vertical Flight Society 81st Annual Forum and Technology Display. The Vertical Flight Society, 2025. https://doi.org/10.4050/f-0081-2025-174.

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This study investigates the interactional aerodynamics of multi-rotor systems with longitudinally canted rotors, focusing on force, moment, and wake behavior. Experiments using two 24-inch, two-bladed rotors in hover varied cant angle (0–20°) and hub spacing (1.1–1.5D). Increasing longtitudinal cant angle had the greatest effect on maximum longitudinal force, (| Fx |), yielding a reduction of up to -6.18% per 1°. Hub spacing had greater influence, especially on longitudinal force, | Fx |, and pitching moment, (| Mx |), which decreased by up to -16.00% and -31.07% per 0.1D increase, respectivel
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Patil, Bhaskar V., Pushpesh, Amit Kumar, et al. "Integrating Ensemble Machine Learning with Technical Indicators for Superior FX Volatility Prediction." In 2024 International Conference on Intelligent Systems and Advanced Applications (ICISAA). IEEE, 2024. https://doi.org/10.1109/icisaa62385.2024.10828793.

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Huber, Marco, Pedro C. Neto, Ana F. Sequeira, and Naser Damer. "FX-MAD: Frequency-Domain Explainability and Explainability-Driven Unsupervised Detection of Face Morphing Attacks." In 2025 IEEE/CVF Winter Conference on Applications of Computer Vision Workshops (WACVW). IEEE, 2025. https://doi.org/10.1109/wacvw65960.2025.00086.

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Tobita, Hiroaki, and Hajime Hata. "Ubi-FX." In PerDis '15: The International Symposium on Pervasive Displays. ACM, 2015. http://dx.doi.org/10.1145/2757710.2757737.

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Forget, Alain, Dave Arnold, and Sonia Chiasson. "CASE-FX." In Companion to the 22nd ACM SIGPLAN conference. ACM Press, 2007. http://dx.doi.org/10.1145/1297846.1297896.

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Duignan, Patricia Rose, Scott Ross, Carl Rosendahl, et al. "Feature FX (panel)." In ACM SIGGRAPH 98 Conference abstracts and applications. ACM Press, 1998. http://dx.doi.org/10.1145/280953.281562.

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Sacchi, Mauricio D., and Henning Kuehl. "FX ARMA filters." In SEG Technical Program Expanded Abstracts 2000. Society of Exploration Geophysicists, 2000. http://dx.doi.org/10.1190/1.1815858.

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Black, Cameron, Nicholas Burkard, and Dmitriy Pinskiy. "Scriptable character fx solution." In DigiPro '19: The Digital Production Symposium. ACM, 2019. http://dx.doi.org/10.1145/3329715.3338877.

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Reports on the topic "FX"

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Ahnert, Toni, Kristin Forbes, Christian Friedrich, and Dennis Reinhardt. Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability? National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w25083.

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McIntyre, L., G. Parsons, and J. Rafferty. Tag Image File Format Fax eXtended (TIFF-FX) - image/tiff-fx MIME Sub-type Registration. RFC Editor, 2002. http://dx.doi.org/10.17487/rfc3250.

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McIntyre, L., G. Parsons, and J. Rafferty. Tag Image File Format Fax eXtended (TIFF-FX) - image/tiff-fx MIME Sub-type Registration. RFC Editor, 2005. http://dx.doi.org/10.17487/rfc3950.

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Dunkin, Martin, and Katherine Chambers. Coastal resilience metrics from Beach-fx. Coastal and Hydraulics Laboratory (U.S.), 2019. http://dx.doi.org/10.21079/11681/314562.

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Durkin, Martin, and Katherine Chambers. Coastal resilience metrics from Beach-fx. Engineer Research and Development Center (U.S.), 2019. http://dx.doi.org/10.21079/11681/31462.

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Evans, Martin D. FX Trading and Exchange Rate Dynamics. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8116.

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Gifford, David K., Pierre Jouvelot, Mark A. Sheldon, and James W. O'Toole. Report on the FX-91 Programming Language. Defense Technical Information Center, 1992. http://dx.doi.org/10.21236/ada256798.

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Fabiani, Andrea, Martha López, José-Luis Peydró, Paul E. Soto, and Margaret Guerrero. Capital Controls, Domestic Macroprudential Policy and the Bank Lending Channel of Monetary Policy. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1162.

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We study how capital controls and domestic macroprudential policy tame credit supply booms, respectively targeting foreign and domestic bank debt. For identification, we exploit the simultaneous introduction of capital controls on foreign exchange (FX) debt inflows and an increase of reserve requirements on domestic bank deposits in Colombia during a strong credit boom, as well as credit registry and bank balance sheet data. Our results suggest that first, an increase in the local monetary policy rate, raising the interest rate spread with the United States, allows more FX-indebted banks to ca
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Carrasco, Alex, and David Florián Hoyle. External Shocks and FX Intervention Policy in Emerging Economies. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003457.

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This paper discusses the role of sterilized foreign exchange (FX) interventions as a monetary policy instrument for emerging market economies in response to external shocks. We develop a model for a commodity-exporting small open economy in which FX intervention is considered as a balance sheet policy induced by a financial friction in the form of an agency problem between banks and their creditors. The severity of banks agency problem depends directly on a bank-level measure of currency mismatch. Endogenous deviations from the standard UIP condition arise at equilibrium. In this context, FX i
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Kang, Jong Woo, and Carlos Cabaero. Dynamic Impact of Foreign Exchange Trading Volume on Foreign Exchange Volatility. Asian Development Bank, 2025. https://doi.org/10.22617/wps250025-2.

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This paper examines the effect of foreign exchange (FX) trading volume on volatility using high-frequency data. FX trading volume is a key factor in volatility. Estimation results from econometric models reveal a significant impact of third-party trade volumes on the volatilities of original currency pairs. Though the United States dollar (USD) exerts sizeable effect through third-party channels, currency pairs without USD linkages also have impact, calling renewed attention to using regional cooperation in mitigating volatility as compared with major FX trading partners.
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