Wystup fx options and structured products pdf

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Structured spreads in products interest rate market, and how they affect valuation pdf FX options Learn why wystup curve construction is a crucial ingredient for pricing, and examine the vanna-volga approach Explore recent advances in software for trading and platform structuring Review the various products including accumulators, kikos, auto

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FX Options and Structured Products is a complete reference, helping practitioners understand the products, how they're used, and how they're priced, and the risk management, hedging, regulatory, and accounting issues involved.

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FX Options and Structured Products explains the mostpopular products and strategies with a focus on everything beyondvanilla options, dealing with these products in a literate yetaccessible manner, giving practical applications and case studies.Everything from quotation conventions, seagulls, shark forwards,bid-ask spreads, settlement, fixings

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