MathFinance link you provided doesn't take into consideration both payoff and rebate of the option, but only the rebate. How come?Also, is there any other place that specifies the different calculations so it can be implemented with code?Thanks.

<r>Is there a place to find calculation methods for the following exotic options:1. no touch2. one touch 3. double no touch4. double one touchIt is relevant for FX.I found double no touch and one touch for equity in <URL url="http://www.mathfinance.de/seminars/risk/barriers2002/efficientHedgingBarri...

I'm planning to use it for Vanilla FX Options. What equation should I use for the volatility interpolation of the given volatility surface? Thanks,Joe

<t>I'm using today ATM (at the money) volatility together with Black and Scholes equation to calculate delta and fair value.I would like to use volatility surface instead of ATM volatility but still use Black and Scholes. How do I calculate the required volatility parameter in B&S from the volat...

<t>Dear Experts,From your experience, what would be the ideal career path for a Product Manager of a financial technology company going up the ladder?I can't seem to find too many Product Manager positions in banks or other financial institutions and i don't know if it's because it doesn't exist or ...

Thanks. Understood. But what if i'm provided with an aggregated surface of call volatilities with raw delta values, so the strike and the premium are not provided. How do I calculate it then?

i'm using today Black and Scholes to calculate option fair value and delta value of an option, based on volatility ATM.Now that i have volatility surface data (and not just ATM), what value should i enter to B&S equation as the volatility?Thanks!Joe

i'm using today Black and Scholes to calculate option fair value and delta value of an option, based on volatility ATM.Now that i have volatility surface data (and not just ATM), what value should i enter to B&S equation as the volatility?Thanks!Joe

Anyone compared between the different market data for FX providers?I'm looking for a real-time FX rates (SPOT, Forward) and i thought maybe someone did the comparison already.Thanks,Joe.

Looking for math material at first and then code would be very useful of course.But first i need to understand what sources are required for the equation, e.g. option price, market rates, etc.Thanks,Joe

I'm looking for a source on how to calculate Vega and Gamma for FX options. I have delta calculation taking place but now i want to implement other greeks.Thanks,Joe