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- November 14th, 2011, 7:08 pm
- Forum: Trading Forum
- Topic: Delta Hedging with Implied vs. "Actual" Vola
- Replies: 6
- Views: 19947
Delta Hedging with Implied vs. "Actual" Vola
This article by Paul and Riaz would be a good start.http://www.math.ku.dk/~rolf/Wilmott_WhichFreeLunch.pdf
- November 10th, 2011, 9:24 pm
- Forum: Trading Forum
- Topic: FX Options on DKKNOK
- Replies: 5
- Views: 24453
FX Options on DKKNOK
<t>QuoteOriginally posted by: ZibiI could use the cross though USD but there are two problems with it:1) USDDKK or USDNOK is less traded 2) There are neither RR nor BF quoted for USDDKK. So I'm not able to obtain the smile on the USDDKK surface.An old thread, but why not add my first post...You may ...