Koncz Imre (BlackRock): Special methods and challenges in FX derivative modelling

Kivonat:
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!

For Teams access please contact Gergely Madi-Nagy (gnagy[at]bme.hu).