by Abhishek Dutta | Jun 30, 2020 | In the Press
Editorial Derivatives Risk Management and Aviation Working in derivatives risk management and the cockpit of a plane has much in common. There are stunning similarities already in the number of screens and indicators one observes and needs to pay attention to while...
by Abhishek Dutta | May 4, 2020 | In the Press
The last time FX volatility smile construction approaches were reviewed was post October 2008. In an interview with Wilmott magazine, Dr.Uwe Wystup suggests that the Covid-19 crisis may trigger another revisit. Read article here.
by Ansua Dutta-Wystup | Oct 29, 2019 | In the Press
Two heavyweight vol models punch it out. Read article here.
by Ansua Dutta-Wystup | Aug 7, 2019 | In the Press
Visualizing model risk for exotics. Read article here.
by Ansua Dutta-Wystup | Aug 7, 2019 | In the Press
How does the sell side make money with financial products, particularly with zero‐cost strategies? Read article here.
by Ansua Dutta-Wystup | Aug 7, 2019 | In the Press
Article about covering the possibilities that Greeks in FX create.
