Making money from FX volatility

Stephane Knauf

Quantitative Finance, 2003, vol. 3, issue 3, 48-51

Abstract: As FX options become commoditized products, derivatives on the volatility itself, such as FVAs, have emerged allowing the expression of views on volatility without the burden of actively managing complex option portfolios. Stephane Knauf describes how the canny trader may seek to apply familiar trading strategies from other markets.

Date: 2003
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DOI: 10.1088/1469-7688/3/3/606

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