This book is a unique guide to running an FX options book fromthe practice and written by experiencedpractitioner Antonio Castagna, the. This book is a unique guide to running an FX options book from the market and market practice and written by experienced practitioner Antonio Castagna, the. PDF | On, Antonio Castagna and others published FX Options and Smile Risk.
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FX Options and Smile Risk : Antonio Castagna :
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Fx Options and Smile Risk by Antonio Castagna
Thanks for telling us about the problem. Return to Book Page. The FX options market represents one of the most liquid andstrongly competitive anyonio in the world, and features manytechnical subtleties that can seriously harm the uninformed andunaware trader. This book is a unique guide to running an FX options book fromthe market maker perspective. Striking a balance betweenmathematical rigour and market practice and written by expe The FX options market represents one of the most liquid andstrongly competitive markets in the world, and features manytechnical subtleties that can seriously harm the uninformed andunaware trader.
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Striking a balance betweenmathematical rigour and market practice and written by wntonio Antonio Castagna, the book shows readers how tocorrectly build an entire volatility surface from the market pricesof the main structures. Smule with the basic conventions related to the main FX dealsand the basic traded structures of FX options, the book graduallyintroduces the main tools to cope with the FX volatility risk. Itthen goes on to review the main concepts of option pricing theoryand their application within a Black-Scholes economy and astochastic volatility environment.
The book also introduces modelsthat can be implemented to price and manage FX options beforeexamining the effects of volatility on the profits and lossesarising from the hedging activity. Hardcoverpages.
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Be the first to ask a question about Fx Options and Smile Risk. Lists with This Book. This book is not yet featured on Listopia. Stockfish rated it it was amazing Mar 17, Middlethought rated it it castagnz amazing Antinio 06, Michal Kabata rated it it was amazing Dec 04, Rajshri rated it liked it Dec 11, Jason P rated it it was amazing Feb 18, Toryn Green added it Oct 21, Stefan marked it as to-read Jun 01, Keanhu marked it as to-read Dec 15, Greg Hytry marked it as to-read Jan 10, Sakina Soni marked it as to-read Apr 12, Pippofranco marked it as to-read May 31, Xiaoyu Ouyang added it Jun 10, Li Li marked it as to-read Jun 10, Filipe Melo marked it as to-read Jul 30, Charles De Vazelhes marked it as to-read Mar 17, Seong marked it as to-read Apr 28, Sean Bellamy Mcnulty is currently reading it Nov 27, Ah Huat marked it as to-read Mar 08, There are no discussion topics on this book yet.
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