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Comparison chart. Version: 8. 0 (release date: 2. March 2. 01. 1)File Size: 2. MBPlatforms: Windows® 7, Vista, XP, 2. ![]() A hedge is an investment position intended to offset potential losses or gains that may be incurred by a companion investment. In simple language, a hedge is used to. The Zombie Apocalypse trope as used in popular culture. Within the past couple days or hours, something very strange has happened. Maybe the Synthetic Plague. Searches in FR on 2. In physics, the fundamental interactions, also known as fundamental forces, are the interactions that do not appear to be reducible to more basic interactions. Foreign Exchange Option. Money Management. In finance, a foreign exchange option (commonly shortened to just FX option or currency option) is a derivative financial instrument that gives the right but not the obligation to exchange money denominated in one currency into another currency at a pre- agreed exchange rate on a specified date.[1] See Foreign exchange derivative. The foreign exchange options market is the deepest, largest and most liquid market for options of any kind. We would like to show you a description here but the site won’t allow us.Most trading is over the counter (OTC) and is lightly regulated, but a fraction is traded on exchanges like the International Securities Exchange, Philadelphia Stock Exchange, or the Chicago Mercantile Exchange for options on futures contracts. The global market for exchange- traded currency options was notionally valued by the Bank for International Settlements at $1. For example, a GBPUSD contract could give the owner the right to sell ? December 3. 1. In this case the pre- agreed exchange rate, or strike price, is 2. USD per GBP (or GBP/USD 2. This type of contract is both a call on dollars and a put on sterling, and is typically called a GBPUSD put, as it is a put on the exchange rate; although it could equally be called a USDGBP call. If the rate is lower than 2. December 3. 1 (say 1. GBP at 2. 0. 00. 0 and immediately buy it back in the spot market at 1. GBPUSD ? 1. 9. 00. GBPUSD) ? 1,0. 00,0. GBP = 1. 00,0. 00 USD in the process. If instead they take the profit in GBP (by selling the USD on the spot market) this amounts to 1. GBP. Although FX options are more widely used today than ever before, few multinationals act as if they truly understand when and why these instruments can add to shareholder value. To the contrary, much of the time corporates seem to use FX options to paper over accounting problems, or to disguise the true cost of speculative positioning, or sometimes to solve internal control problems. The standard clich? Options are typically portrayed as a form of financial insurance, no less useful than property and casualty insurance. This glossy rationale masks the reality: if it is insurance then a currency option is akin to buying theft insurance to protect against flood risk. The truth is that the range of truly non- speculative uses for currency options, arising from the normal operations of a company, is quite small. In reality currency options do provide excellent vehicles for corporates' speculative positioning in the guise of hedging. Corporates would go better if they didn't believe the disguise was real. Let's start with six of the most common myths about the benefits of FX options to the international corporation - - myths that damage shareholder values. Historically, the currency derivative pricing literature and the macroeconomics literature on FX determination have progressed separately. ![]() In this Chapter I argue the joint study of these two strands of literature and give an overview of FX option pricing concepts and terminology crucial for this interdisciplinary study. I also explain the three sources of information about market expectations and perception of risk that can be extracted from FX option prices and review empirical methods for extracting option- implied densities of future exchange rates. As an illustration, I conclude the Chapter by investigating time series dynamics of option- implied measures of FX risk vis- a- vis market events and US government policy actions during the period January 2. December 2. 00. 8. Chapter 2: This Chapter proposes using foreign exchange (FX) options with different strike prices and maturities to capture both FX expectations and risks. We show that exchange rate movements, which are notoriously difficult to model empirically, are well- explained by the term structures of forward premia and options- based measures of FX expectations and risk. Although this finding is to be expected, expectations and risk have been largely ignored in empirical exchange rate modeling. Using daily options data for six major currency pairs, we first show that the cross section options- implied standard deviation, skewness and kurtosis consistently explain not only the conditional mean but also the entire conditional distribution of subsequent currency excess returns for horizons ranging from one week to twelve months. At June 3. 0 and September 3. Note, however, that the notional amount of Ridgeway's hedging instrument was only ? Therefore, subsequent to the increase in the value of the pound (which is assumed to have occurred on June 3. Ridgeway's foreign currency exchange risk was not hedged. For the three- month period ending September 3. Of that amount, only $5. The difference between those amounts ($2,5. At June 3. 0, the additional ? U. S. dollar fair value of $4. At September 3. 0, using the spot rate of 0. Ridge way will exclude from its assessment of hedge effectiveness the portion of the fair value of the put option attributable to time value. That is, Ridgeway will recognize changes in that portion of the put option's fair value in earnings but will not consider those changes to represent ineffectiveness. Aitan Goelman, the CFTC’s Director of Enforcement, stated: “The setting of a benchmark rate is not simply another opportunity for banks to earn a profit. Countless individuals and companies around the world rely on these rates to settle financial contracts, and this reliance is premised on faith in the fundamental integrity of these benchmarks. The market only works if people have confidence that the process of setting these benchmarks is fair, not corrupted by manipulation by some of the biggest banks in the world.”. The Commission finalized rules to implement the Dodd- Frank Wall Street Reform and Consumer Protection Act regarding Regulation of Off- Exchange Retail Foreign Exchange Transactions and Intermediaries. Major Currency Pairs Forex Quotes - forex.tradingcharts.com forex.tradingcharts.com/quotes/major_pairs.html Forex quotes for Major Currency Pairs. Statistical Techniques | Statistical Mechanics. The Commission also finalized Conforming Changes to existing Retail Foreign Exchange Regulations in response to the Dodd- Frank Act. Additional information regarding these final rules is provided below, including rules, factsheets, and details of meetings held between CFTC Staff and outside parties. Generally, retail customers are: (1) individuals with less than $1. The enumerated counterparties who may lawfully conduct off- exchange foreign currency trading with retail customers are regulated financial entities. These include, among others, FCMs and affiliates of FCMs. FCMs and their affiliates that are not also regulated as one of the other enumerated financial entities, remain subject to the Commission's anti- fraud jurisdiction with respect to foreign currency transactions. This paper joins the vast literature on the forward premium puzzle by relating exchange rate returns to the stock and currency variance premiums measured as the option- implied variance minus the expected or realized variance of stock and currency returns respectively. First, we empirically show that the foreign exchange (forex) variance risk is indeed priced in forex markets- -the currency variance risk premium is a useful predictor of the exchange rate return, especially at a medium 6- month horizon. Then, we document a finding that the stock variance risk premium can also predict the exchange rate return at a short 1- month horizon. Thus, currency and stock variance risk premiums seem to contain differential information content for the exchange rate return. This is confirmed by the fact that stock and currency variance premiums are poorly correlated with each other and by the evidence that the currency variance premium is not a useful predictor for local stock market returns. As required by the Commodity Exchange Act, the rule includes requirements for conducting retail forex transactions with respect to disclosure, recordkeeping, capital and margin, reporting, business conduct, and documentation. The requirements are similar to a recently enacted Commodity Futures Trading Commission (CFTC) rule governing retail forex transactions by CFTC registrants. The final rule was published in the Federal Register on July 1. The final rule is effective on July 1. National banks that were engaged in a retail forex business prior to July 1. August 1. 4, 2. 01. Currency Option Definition | Investopedia. What is a 'Currency Option' A currency option is a contract that grants the buyer the right, but not the obligation, to buy or sell a specified currency at a .. Foreign exchange option - Wikipedia. Foreign_exchange_option. The Uncanny Sound Illusion That Creates Suspense in Christopher Nolan's Movies. Ever notice how Christopher Nolan’s movies (Interstellar, Inception, The Prestige) feel like an anxiety attack? Well, maybe that’s overstating things a bit. But the director does have a knack for creating an unnerving degree of tension. Turns out he’s using a little bit of musical magic to do it. The magic is actually a science- based audio illusion called a Shepard tone. Named after psychologist Roger Shepard, a pioneer in our understanding of spatial relation, the effect sounds like an infinitely ascending or descending scale. The tones are constantly moving upwards or downwards, but they never seem to reach a pinnacle or nadir. This is accomplished by stacking scales on top of each other—typically one treble scale, one midrange, and one bass—with an octave in between, then playing them in a continuous loop.
A Shepard tone is sometimes referred to as the barber pole of sound. You can even see the similarity, when you hear it and look at the spectrum view of a Shepard tone. Don’t listen to this too long, or you might lose your mind: Anyways, Christopher Nolan just loves this. With longtime collaborator Hans Zimmer, the acclaimed director has used a Shepard tone in almost every one of his films in the last decade. He even writes his scripts to match the effect. In a recent interview, Nolan explained how he used Shepard tones in his newest film, Dunkirk: The screenplay had been written according to musical principals. ![]() There’s an audio illusion, if you will, in music called a “Shepard tone” and with my composer David Julyan on “The Prestige” we explored that and based a lot of the score around that. And it’s an illusion where there’s a continuing ascension of tone. It’s a corkscrew effect. It’s always going up and up and up but it never goes outside of its range. And I wrote the script according to that principle. I interwove the three timelines in such a way that there’s a continual feeling of intensity. ![]() Increasing intensity. So I wanted to build the music on similar mathematical principals. Knowing this, you gain a deeper understanding of films like Interstellar, Inception, and The Prestige. It also explains why these films seem somehow inconclusive. A Shepard’s tone creates a conflict that can’t be resolved, just like Nolan’s plots.[Digg, Business Insider]. Vmware View 5 Composer Install Globally Integrated![]() Vmware View 5 Composer Install Globally Developmentally DelayedInstall PHP via phpbrew. phpbrew is a tool for installing and managing multiple PHP versions. This can be really useful if two different applications/projects require. A Shepard tone is sometimes referred to as the barber pole of sound. You can even see the similarity, when you hear it and look at the spectrum view of a Shepard tone. · The Asahi Shimbun is widely regarded for its journalism as the most respected daily newspaper in Japan. The English version offers selected articles from. ![]() Strong interaction. In particle physics, the strong interaction is the mechanism responsible for the strong nuclear force (also called the strong force or nuclear strong force), and is one of the four known fundamental interactions, with the others being electromagnetism, the weak interaction and gravitation. At the range of 1. The strong nuclear force holds most ordinary matter together because it confines quarks into hadron particles such as proton and neutron. In addition, the strong force binds neutrons and protons to create atomic nuclei.
Most of the mass of a common proton or neutron is the result of the strong force field energy; the individual quarks provide only about 1% of the mass of a proton. The strong interaction is observable at two ranges: on a larger scale (about 1 to 3 femtometers (fm)), it is the force that binds protons and neutrons (nucleons) together to form the nucleus of an atom. On the smaller scale (less than about 0. In the latter context, it is often known as the color force. The strong force inherently has such a high strength that hadrons bound by the strong force can produce new massive particles. Thus, if hadrons are struck by high- energy particles, they give rise to new hadrons instead of emitting freely moving radiation (gluons). This property of the strong force is called color confinement, and it prevents the free "emission" of the strong force: instead, in practice, jets of massive particles are produced. The strong force is described by quantum chromodynamics (QCD), a part of the standard model of particle physics. Mathematically, QCD is a non- Abelian gauge theory based on a local (gauge) symmetry group called SU(3). Quarks and gluons are the only fundamental particles that carry non- vanishing color charge, and hence they participate in strong interactions only with each other. The strong force is the expression of the gluon interaction with other quark and gluon particles. All quarks and gluons in QCD interact with each other through the strong force. The strength of interaction is parametrized by the strong coupling constant. This strength is modified by the gauge color charge of the particle, a group theoretical property. Nuclear binding energy is the energy that would be required to disassemble the nucleus of an atom into its component parts. These component parts are neutrons and protons, which are collectively called nucleons. The binding energy of nuclei is due to the attractive forces that hold these nucleons together, and it is usually a positive number, since most nuclei would require the expenditure of energy to separate them into individual protons and neutrons. The mass of an atomic nucleus is usually less than the sum of the individual masses of the constituent protons and neutrons (according to Einstein's equation E=mc. The term nuclear binding energy may also refer to the energy balance in processes in which the nucleus splits into fragments composed of more than one nucleon. If new binding energy is available when light nuclei fuse, or when heavy nuclei split, either process can result in release of this binding energy. This energy may be made available as nuclear energy and can be used to produce electricity as in (nuclear power) or in a nuclear weapon. When a large nucleus splits into pieces, excess energy is emitted as photons (gamma rays) and as the kinetic energy of a number of different ejected particles (nuclear fission products). Mass defect (not to be confused with mass excess in nuclear physics) is the difference between the mass of a composite particle and the sum of the masses of its parts. The "mass defect" can be explained using Albert Einstein's formula E = m c. By this formula, adding energy also increases mass (both weight and inertia), whereas removing energy decreases mass. If a combination of particles contains extra energy—for instance, in a molecule of the explosive TNT—weighing it reveals some extra mass, compared to its end products after an explosion. The weighing must be done after the products have been stopped and cooled, however, as the extra mass must escape from the system as heat before its loss can be noticed, in theory.) On the other hand, if one must inject energy to separate a system of particles into its components, then the initial mass is less than that of the components after they are separated. In the latter case, the energy injected is "stored" as potential energy, which shows as the increased mass of the components that store it. This is an example of the fact that energy of all types is seen in systems as mass, since mass and energy are equivalent, and each is a "property" of the other. Population genetic structure of the red fox (Vulpes vulpes) in the UKOverall, the red fox populations in this study had high levels of microsatellite diversity, similar to those found in other fox microsatellite studies (Wandeler et al. Oishi et al. 2. 01. Magory Cohen et al. Mullins et al. 2. Random Amplified Polymorphic DNA (RAPD) marker study in northern France (Gachot- Neveu et al. Pairwise FST values for all populations indicated a high proportion of mixing among populations, with only slight/moderate genetic differentiation discernible via microsatellite analysis. Further support for this is evidenced by the very high proportion of variation within individuals between populations (9. This pattern of a very high proportion of intra- populational variation was also observed in other red fox populations, for example in Croatia (Galov et al. Israel (Magory Cohen et al. All regions of Britain which have been represented in this study therefore appear to have red fox populations which have not experienced a significant bottleneck, with no evidence of substantial restrictions to gene flow. This is perhaps surprising, given the reported extent of the regional fox population decline in the UK during the late eighteenth and early nineteenth centuries, and the likelihood that a proportion of British foxes from this period were derived from imports from the continent. The translocated foxes may have had poor opportunities to breed, given that they were introduced to be hunted. This local population reduction and subsequent translocation do not appear to have had a discernible effect on the genetic diversity of the current population. Other widespread vagile carnivore species show similar trends (i. Magory Cohen et al. Kyle and Strobeck 2. American pine marten (Kyle and Strobeck 2. Despite low levels of between- group variation, the Bayesian clustering analysis in STRUCTURE still found highest support for four genetic groupings of fox populations. Some of these clusters were also apparent in the Factorial Correspondence Analysis (FCA). These findings were in contrast to the fox microsatellite study in North East Poland (Mullins et al. Israel (Magory Cohen et al. This is likely an effect of weaker landscape connectivity for foxes in Great Britain and Israel, which have relatively heterogeneous landscapes, compared to the area in the Polish study, which has few large urban areas and is characterised by mixed woodland and agriculture, with greater landscape connectivity. Factors affecting fox density and thus genetic diversity and gene flow include landscape variables, availability of resources and intense culling practices (Heydon and Reynolds 2. Heydon et al. 2. 00. At the wider geographic scale, Edwards et al. Europe based upon mitochondrial DNA (cytochrome b and control region) analysis, in particular England, Scotland, Wales, Ireland and the Netherlands formed one population and the rest of Europe another. Some of the STRUCTURE clusters could be identified clearly, while a large proportion of the populations and individuals were admixed, supporting the interpretation of weak population subdivisions within the data. The FCA and pairwise FST values did provide some additional support, notably for the East Anglian cluster (Norfolk, Suffolk and Essex), which is isolated on two sides by the North Sea and an area that has historically been characterised by high levels of fox hunting, and a northern England/southern Scotland cluster, which may be relatively isolated from the rest of the populations sampled by the high ground in the north of England. The two primarily urban populations, London and Leicester, both show some degree of distinctiveness from other populations in certain analyses; Leicester is identified as a distinct cluster in STRUCTURE but not the FCA, London shows some degree of separation from other populations in the FCA but not STRUCTURE, and both have high pairwise FST values with other populations. They are relatively distinct from the British rural populations, which implies that gene flow between urban and rural communities may be somewhat restricted. The lack of any apparent difference between the range of observed heterozygosity levels found in rural (0. These findings are in contrast to the origins of the urban population of red foxes reported in the city of Zurich (Wandeler et al. However, it is suggested that the likely founder effects observed in the Swiss study could at least in part be due to the dramatic rise in fox density, which occurred following the cessation of a culling programme carried out during the 1. Gloor et al. 2. 00. Given its relative isolation within Britain, and its distance from other sampling locations, it is surprising that the Cornish population shows no significant genetic isolation from the other populations. Both the FCA and the STRUCTURE analysis support a south eastern England/ north eastern France cluster of Kent, Sussex and Calais. At higher values of K, the Calais population becomes a distinct population in the STRUCTURE analysis. However, the pairwise FST values between Sussex/Kent and Calais are higher than many other pairwise values. This discrepancy aside, the clustering of these populations supports the recent mixing of these French and English populations, possibly due to the translocation of French foxes into a declining English fox population in this area of England during the nineteenth century (Bovill 1. Griffin 2. 00. 8). The significantly positive relatedness values among individuals up to around 9. The extent of this distance may be caused by relatively higher dispersal in British foxes. This distance compares with a value of approximately 2. Poland (Mullins et al. We also found small but statistically significant genetic isolation by distance, which is likely to be the result of random genetic drift. These findings are consistent with those of Teacher et al. V. vulpes in Western Europe. The species’ versatility and capacity to adapt to a broad range of habitats, along with a comparatively high degree of dispersal in both males and females, are suggested as the main reasons for the low levels of genetic structure observed (Teacher et al. In conclusion, this study has found high genetic diversity and low phylogeographic structure within England and southern Scotland with a limited degree of isolation by distance, perhaps caused by human translocations of foxes or a naturally high migration rate. Urban fox populations may only be slightly differentiated from the local rural populations. One French population was found to be similar to south eastern England populations, indicating that there has been some relatively recent gene flow between the populations, potentially a residual genetic impact from nineteenth century importation of foxes into areas of low population density within Britain. 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