FX volatility smile construction
Year of publication: |
2009
|
---|---|
Authors: | Reiswich, Dimitri ; Wystup, Uwe |
Publisher: |
Frankfurt a. M. : Frankfurt School of Finance & Management, Centre for Practical Quantitative Finance (CPQF) |
Subject: | Devisenoptionsgeschäft | Wechselkurs | Volatilität | Stochastischer Prozess | Optionspreistheorie | Theorie | FX Quotations | FX Smile Construction | Risk Reversal | Butterfly | Strangle | Delta Conventions | Malz Formula |
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