[PDF.48nf] FX Options and Smile Risk (The Wiley Finance Series)

FX Options and Smile Risk (The Wiley Finance Series)

[PDF.ng81] FX Options and Smile Risk (The Wiley Finance Series)

FX Options and Smile  Antonio Castagna epub
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 | #620457 in eBooks |  2010-02-12 |  2010-02-12 | File type: PDF

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||7 of 7 people found the following review helpful.| Best FX Book I found so far|By S|Best FX Book I found so far, but that's not saying much. Lots of explicit equations, clear explanations and implementation detail.

However the one thing I've always hated about quant finance literature is they leave so much work up to the reader. This is not a paper limited by length or a college course.

For instance : Chap|From the Inside Flap|"The next generation FX Options book has arrived: Antonio Castagna has written up many years of his practical experience at the trading floor of Banca IMI. It is a valuable collection of key ideas concerning the FX smile surface and hedging

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.

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 enti...

You can specify the type of files you want, for your device.FX Options and Smile Risk (The Wiley Finance Series)   |  Antonio Castagna. A good, fresh read, highly recommended.

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