02646nam 2200625 450 991083098040332120170815160844.01-119-20708-80-470-68493-31-282-88887-097866128888780-470-68718-5(CKB)2670000000056218(EBL)565007(OCoLC)695400189(SSID)ssj0000436987(PQKBManifestationID)11290202(PQKBTitleCode)TC0000436987(PQKBWorkID)10428879(PQKB)11291838(MiAaPQ)EBC565007(CaSebORM)9780470684931(PPN)17022399X(EXLCZ)99267000000005621820160805h20102010 uy 0engur|n|---|||||txtccrFX options and smile risk /Antonio Castagna1st editionWest Sussex, England :Wiley,2010.©20101 online resource (322 p.)Wiley FinanceDescription based upon print version of record.0-470-75419-2 Includes bibliographical references and index.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; IndexThe FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader. This book is a unique guide to running an FX options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures. Starting with the basic conventions related to thWiley finance series.Foreign exchange optionsRisk managementForeign exchange options.Risk management.332.45Castagna Antonio1633053MiAaPQMiAaPQMiAaPQBOOK9910830980403321FX options and smile risk4054702UNINA