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 the main FX deals and the basic traded structures of FX options, the book gradually introduces the main tools to cope with the FX volatility risk.

It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining the effects of volatility on the profits and losses arising from the hedging activity. The book is accompanied by a CD Rom featuring models in VBA, demonstrating many of the approaches described in the book.

Prices are valid for France. Change location to view local pricing and availability. Request permission to reuse content from this title. You are now subscribed to our email alert for Accounting Technology. Our Solutions, Your Way.

fx options and smile risk antonio umisifuy.web.fc2.com download - 2shared

Home Subjects About Wiley Contact Us Help Search Form Search Input. FX Options and Smile Risk Antonio Castagna. Description The 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.

Table of Contents Preface. Author Information Antonio Castagna is currently partner and co-founder of the consulting company Iason ltd, providing support to financial institutions for the design of models to price complex derivatives and to measure a wide range of risks, including credit and liquidity. Antonio graduated in Finance from LUISS University, Rome, in with a thesis on American options and the numerical procedures for their valuation.

Antonio has written sports stock market oneseason number of papers on credit derivatives, managing of exotic options risks and volatility smiles. He is often invited to academic and post-graduate courses.

Measuring and Managing Liquidity Risk. Handbook of Exchange Rates. Model Calibration in Imperfect Markets.

Wiley: FX Options and Smile Risk - Antonio Castagna

Rare Event Simulation using Monte Carlo Methods. CDOs and Structured Credit Products, 3rd Edition. Derivative Products and Pricing: The Das Swaps and Financial Derivatives Library, 3rd Edition Revised.

Digital version available through Wiley Online Library. X To apply for permission please send your request to permissions wiley. This should include, binary option in india Wiley title sand the specific portion of the fx options and smile risk pdf you wish fx options and smile risk pdf re-use e.

FX Options and Smile Risk (eBook, PDF) von Antonio Castagna - umisifuy.web.fc2.com

If this is a republication request please include details of the new work in which the Wiley content will appear. Join an Email List Email Country -- select your country of residence -- Afghanistan Albania Algeria American Samoa Andorra Angola Anguilla Antarctica Antigua and Barbuda Argentina Armenia Aruba Australia Austria Azerbaijan Bahamas Bahrain Bangladesh Barbados Belarus Belgium Belize Benin Bermuda Bhutan Bolivia Bonaire Bosnia and Herzegovina Botswana Bouvet Island Brazil British Indian Ocean Territory Brunei Darussalam Bulgaria Burkina Faso Burundi Cambodia Cameroon Canada Canary Islands Cape Verde Cayman Islands Central African Republic Chad Chile Christmas Island Cocos Keeling Islands Colombia Comoros Congo Cook Islands Costa Rica Cote D'Ivoire Croatia Cuba Curacao Cyprus Czech Republic Democratic Republic of the Congo Denmark Djibouti Dominica Dominican Republic Ecuador Egypt El Salvador Equatorial Guinea Eritrea Estonia Ethiopia Falkland Islands Faroe Islands Fiji Finland France French Guiana French Tradersway binary options French Southern Territories Gabon Gambia Georgia Germany Ghana Gibraltar Greece Greenland Grenada Guadeloupe Guam Guatemala Guernsey Guinea Guinea-Bissau Guyana Haiti Honduras Hong Kong Hungary Iceland India Indonesia Iran Iraq Ireland Isle of Man Israel Italy Jamaica Japan Jersey Jordan Kazakhstan Kenya Kiribati Kuwait Kyrgyzstan Lao People's Democratic Republic Latvia Lebanon Lesotho Liberia Libya Liechtenstein Lithuania Luxembourg Macau Macedonia Madagascar Malawi Malaysia Maldives Mali Malta Marshall Islands Martinique Mauritania Mauritius Mayotte Mexico Micronesia Moldova Monaco Mongolia Montenegro Montserrat Morocco Mozambique Myanmar Namibia Nauru Nepal Netherlands Netherlands Antilles New Caledonia New Zealand Nicaragua Niger Nigeria Niue Norfolk Island Northern Mariana Islands North Korea Norway Oman Pakistan Palau Palestinian Territory Panama Papua New Guinea Paraguay People's Republic of China Peru Philippines Pitcairn Group of Islands Poland Portugal Puerto Rico Qatar Republic Of Korea Republic Of Kosovo Republic Of Macedonia Reunion Romania Russian Federation Rwanda Saint Barthelemy Saint Helena Saint Kitts And Nevis Saint Lucia Saint Martin Saint Pierre and Miquelon Saint Vincent and the Grenadines Samoa San Marino Sao Tome and Principe Saudi Arabia Senegal Serbia Seychelles Sierra Leone Singapore Slovakia Slovenia Solomon Islands Somalia South Africa South Georgia and the South Sandwich Islands South Sudan Spain Sri Lanka Sudan Suriname Svalbard and Jan Mayen Swaziland Sweden Switzerland Syrian Arab Republic Taiwan Republic of China Tajikistan Thailand Timor-Leste Togo Tokelau Tonga Trinidad and Tobago Tunisia Turkey Turkmenistan Turks and Caicos Islands Tuvalu Uganda Ukraine United Arab Emirates United Kingdom United Republic Of Tanzania United States United States Minor Outlying Islands Uruguay Uzbekistan Vanuatu Vatican City State Venezuela Vietnam Virgin Islands U.

Virgin Islands British Wallis and Futuna Yemen Zambia Zimbabwe Job Role: Thank You for Joining a Wiley EMail List An email confirmation has been sent to you.

Join An E-mail List. Learn about the latest products, events, offers and content. About Wiley About Us Subjects Careers Events Locations Brands Investor Relations Newsroom.

FX Options and Smile umisifuy.web.fc2.com - 下载 - 人大经济论坛

Resources Authors Instructors Students Librarians Societies Booksellers. Customer Support Site Map Contact Us Help. Legal Privacy Policy Modern Slavery Statement. Virgin Islands British Wallis and Futuna Yemen Zambia Zimbabwe. Thank You for Joining a Wiley EMail List. An email confirmation has been sent to you. Join An E-mail List Learn about the latest products, events, offers and content.