Editorial Derivatives Risk Management and Aviation Working in derivatives risk management and the cockpit of a plane has much in common. There are stunning similarities already in the number of screens and indicators one observes and needs to pay attention to while...
The last time FX volatility smile construction approaches were reviewed was post October 2008. In an interview with Wilmott magazine, Dr.Uwe Wystup suggests that the Covid-19 crisis may trigger another revisit. Read article here.
Two heavyweight vol models punch it out. Read article here.
Visualizing model risk for exotics. Read article here.
How does the sell side make money with financial products, particularly with zero‐cost strategies? Read article here.
Article about covering the possibilities that Greeks in FX create.