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FX options and smile risk

Author: Antonio Castagna
Publisher: Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2009.
Series: Wiley finance series.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Castagna, Antonio.
FX options and smile risk.
Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2009
(OCoLC)502334810
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Antonio Castagna
ISBN: 9780470754191 0470754192 9780470687185 0470687185 9780470684931 0470684933
OCLC Number: 695400189
Description: 1 online resource (xv, 304 pages) : illustrations.
Contents: FX Options and Smile Risk; Contents; Preface; Notation and Acronyms; 1 The FX Market; 2 Pricing Models for FX Options; 3 Dynamic Hedging and Volatility Trading; 4 The Volatility Surface; 5 Plain Vanilla Options; 6 Barrier Options; 7 Other Exotic Options; 8 Risk Management Tools and Analysis; 9 Correlation and FX Options; References; Index.
Series Title: Wiley finance series.
Responsibility: Antonio Castagna.

Abstract:

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  Read more...

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