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United States-5 billion from its Exchange Stabilization Fund,l7 Japan-10 billion, 1 billion each from the United Kingdom, Germany, France, Australia, Canada, and Italy, additional support from Belgium, the Netherlands, ana Switzerland.
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Σ φ φ f ff f K v v v S S v v S v S () 1 φ ( Nd ) WINTER 2010THE JOURNAL OF DERIVATIVES 5 JOD-REISWICH:JOD-REISWICH 101210 6:16 PM Page 5 Author Draft For Review Only Δ S t S Premium-Adjusted Deltas The premium-adjusted deltas are the equivalents of the deltas in the preceding subsection, but in this case the premium payment in foreign currency is taken into account.
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