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FX Options and Smile Risk
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"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 of first generation exotics. I am very please Antonio took time to share his intuitive insights."
—Uwe Wystup, Managing Director of MathFinance AG
—Uwe Wystup, Managing Director of MathFinance AG
"If you are really interested in hard science and technology of FX options market making, this is probably th...
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