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Butterflies, Strangles and the Wings: MASTER FX Options OTC Currency Carry Trade BOOK 4

Name: Butterflies, Strangles and the Wings: MASTER FX Options OTC Currency Carry Trade BOOK 4
Brand: Pgm
SKU: 9b6208ec84312dfc352d019df02cd583

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Afbeelding van Butterflies, Strangles and the Wings: MASTER FX Options OTC Currency Carry Trade BOOK 4

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Beschrijving

Bol What the Fly Actually Prices The distinction every FX dealer knows and almost no retail book has ever explained: the quoted butterfly is a market strangle, not a smile strangle, and confusing the two will cost you. Covers wing pricing, vol-of-vol, and the tail structures that look like the thinnest topic in the series and The MASTER FX OPTIONS Series: Book 1: The FX Volatility Surface Book 2: The Carry Trade Is a Short Option Book 3: Risk Reversals and the FX Skew Book 4: Butterflies, Strangles, and the Wings Book 5: Trading the Central Banks Book 6: EUR Crosses and the Cross-Currency Surface

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Beschrijving (1)

What the Fly Actually Prices The distinction every FX dealer knows and almost no retail book has ever explained: the quoted butterfly is a market strangle, not a smile strangle, and confusing the two will cost you. Covers wing pricing, vol-of-vol, and the tail structures that look like the thinnest topic in the series and The MASTER FX OPTIONS Series: Book 1: The FX Volatility Surface Book 2: The Carry Trade Is a Short Option Book 3: Risk Reversals and the FX Skew Book 4: Butterflies, Strangles, and the Wings Book 5: Trading the Central Banks Book 6: EUR Crosses and the Cross-Currency Surface

Lees meer