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.
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