FX Exotic Options 2017

Topics

• Technical background
• How the products are used
• Pricing and models
• The front-office way of thinking
• Overview of product development and smile adjustments
• The practical matters
• FX options market: who does what and why
• Components of foreign exchange risk: forwards, swaps and vanilla options
• Pricing and Hedging in the Black-Scholes model
• Software solutions: which vendor offers what - Fenics, SuperDerivatives, Bloomberg, Volmaster, Murex, ICY, Reuters
• Volatility
• Vanilla Options
• Applications in Structuring
• First Generation Exotics: Products, Pricing and Hedging
• Single Currency Exotics beyond Standard Barrier and Touch Options
• Second Generation Exotics, Pricing and Hedging issues
• Multi-Currency Exotics

Who should Attend

• Traders
• Quants/ Financial Engineers
• Structurers
• Risk Managers
• Sales People
• Researchers