A neat blog on exotics derivatives trading can be found here.
Also, check out this quiz, called "Are you smarter than a Goldman Sachs trader?" Warning: you need to be totally at ease with swaptions, variance swaps and their relationship with realized vol, key properties of dark pools and the Ohrnstein-Uhlenbeck process.
Showing posts with label exotics. Show all posts
Showing posts with label exotics. Show all posts
Thursday, 10 September 2009
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