Tags
Language
Tags
<<
April 2024
Su Mo Tu We Th Fr Sa
31 1 2 3 4 5 6
7 8 9 10 11 12 13
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 1 2 3 4
  1. Home
  2. eBooks & eLearning

FX Options and Smile Risk (The Wiley Finance Series) [Repost]

Posted By: hill0
Date: 4 Jan 2018 16:51:27
FX Options and Smile Risk (The Wiley Finance Series) [Repost]

FX Options and Smile Risk (The Wiley Finance Series) by Castagna
English | 8 Jan. 2010 | ISBN: 0470754192 | 324 Pages | PDF | 2.67 MB

Practical issues in FX options and smile risk
FX Options and Smile Risk takes readers through the main technicalities of the FX spot and options markets, helping them develop practical trading skills that will enable them to run an FX options book in the real world. It describes how to build FX volatility surfaces in robust and consistent ways and how to use them in the pricing of vanilla and exotic options. It enables readers to effectively hedge exposures to volatility surface and other risks related to exotic options. It′s highly focused on the practical aspects of the pricing and hedging of the typical risks of an FX options desk and deals with the momentous issues of building consistent volatility matrices and a unified approach to pricing and hedging.
UPWARDS