American option volatility smile

The code continues: Use of electronic algorithms solely to accept trades that are favourable to the bank and to reject non-favourable deals, when the criteria for assessing are equal, should be avoided. This amendment carries weight for two reasons: Abiding by the ACIs code of conduct has been one of the defences banks have hid behind to show that they are working to improve practices and oversight in dealing rooms after years of scandal. As well, this change is also recognized by the European Central Bank and a handful of other global central banks as industry guidelines.

Share this article Tags: latency Related News CME Groups Deal With NEX to Greatly Boost its Fixed Income and FX Business Nomura Invests in Japanese Fintech Firm 8 Securities LCG Taps Solace to Improve Trading Latency of CFDs and ?Spread Betting Got a news tip.