Recent Trends in Products and Models for FX Derivatives
21 Jul 2020
About the event
The FX Derivatives market has long since widened beyond currency hedging solutions for international corporate companies; and now offers tailored hedging for institutions and the retail market. Yield enhancement strategies have also reached the private banking industry. In this talk; Uwe will highlight the most recent developments; looking specifically at dual currency investments and target forwards. A market making bank distributing its FX derivatives through an electronic trading platform will have to ensure fast; robust pricing of vanilla and exotic contracts. Uwe will compare vanna-volga; local volatility; stochastic volatility; stochastic-local volatility; and mixed local volatility to identify the pros and cons of each and shed some light on model risk. Finally; Uwe will combine the products and models to see which model is most suitable for which product class
Part of the Fitch Group, Fitch Learning partners with clients to enhance knowledge, skills and conduct. Fitch Learning is a global leader in training with experience of delivering specialised technical training at all levels to the financial community. Fitch Learning partner with clients to elevate knowledge and skills and enhance conduct.
We work with 9 out of 10 of each of the largest Investment Banks, Asset Managers and Global Banks and through state-of-the-art training centres in London, New York, Hong Kong, Singapore and Dubai, and our leading distance learning portals, we train more than 20,000 delegates each year.
