Koncz, Imre (BlackRock)
Special
methods and challenges in FX derivative modelling
Modelling and pricing FX options and derivatives
is special: it covers interesting and exotic products, conventions are quite
different from Equity option modelling, also some modification needed in the
math framework as well.
In this seminar we will learn about standard and exotic derivative products, FX specific effects, and how FX derivative modelling works in practice.
The talk is
held in Hungarian!
Az előadás
nyelve magyar!
Date: Nov 10, Tuesday 4:15pm
Place: BME, Building „Q”, Room
QBF13