Daring to quantify the markets |

All

Finding the Probability Distribution Implied in Option Prices

12/04/2022

All

Volatilities and Correlations of Cross Rates, a Geometrical Understanding

01/12/2021

All

Are FX Swaps Mispriced?

28/07/2021

All

In Search of Lost Covered Interest Parity

24/03/2021

Risk Management

FX Swap pricing and the mystery of Covered Interest Parity

07/10/2020

Risk Management

A primer on embedded currency risk

15/04/2020

Risk Management

An intuition behind currency risk

18/07/2019