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Title: Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)

Abstract

Intro to Foreign Exchange: Volatility Markets & Trading. Applications of physics and finance; Market Trading and Risk Management of Vanilla FX Options; Measures of Market Risk; Implied Volatility; FX Risk Reversals; FX Strangles; Valuation and Risk Calculations; Risk Management; Market Trading Strategies.

Authors:
Publication Date:
OSTI Identifier:
1026307
Resource Type:
Multimedia
Country of Publication:
CERN
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; 97 MATHEMATICS AND COMPUTING; MARKET TRADING; FINANCE; PHYSICS

Citation Formats

Coffee, Brian. Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3). CERN: N. p., 2009. Web.
Coffee, Brian. Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3). CERN.
Coffee, Brian. Wed . "Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)". CERN. https://www.osti.gov/servlets/purl/1026307.
@article{osti_1026307,
title = {Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (2/3)},
author = {Coffee, Brian},
abstractNote = {Intro to Foreign Exchange: Volatility Markets & Trading. Applications of physics and finance; Market Trading and Risk Management of Vanilla FX Options; Measures of Market Risk; Implied Volatility; FX Risk Reversals; FX Strangles; Valuation and Risk Calculations; Risk Management; Market Trading Strategies.},
doi = {},
journal = {},
number = ,
volume = ,
place = {CERN},
year = {2009},
month = {11}
}

Multimedia:

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