is it admissible to use ATM vol for quanto currency for valuing OTM quantos?

what do you mean delta hedging for stock pairs

semi-proficient in python????

siam journal of financial mathematics, journal of computational finance

It is a cardinality-constrained optimization problem. You can google a lot of relevant research paper on this. e.g.Algorithm for cardinality-constrained quadratic optimization - MIT

Enterprise Risk Management to comply with BASELL III.

The exponential interpolation is adopted for the following delta curve:delta vol0.1 0.1280.25 0.130.5 0.1450.749 0.1660.899 0.189What is the rational for such exponential interpolation, is it just for convexity?

Any good book/IB research articles for commodity derivatives to recommend? Thanks.

(1+5/n)^n, take n enough to achieve the desired decimal accuracy

http://www.risk.net/data/Pay_per_view/r ... rclass.pdf

To price the vanilla XAUUSD option, I have the following concerns:1. For USD yield curve, can I include Eurodollar futures in the construction?2. How to construct yield curve for XAU? using the XAU forward contracts?Thanks.