Timeline for book of options hedging case of floating rate
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 8, 2017 at 21:11 | answer | added | Bram | timeline score: 1 | |
| Mar 8, 2017 at 12:36 | comment | added | rupweb | Probably my comment doesn't answer your question, but I doubt that the switch from MAD fixed to floating will impact EURUSD option hedging. Who knows what MAD volatility will be, presumably higher than usual for a month or two? | |
| Mar 8, 2017 at 12:21 | comment | added | rupweb | Try reading Natenburg or Taleb. There was another question about volatility considerations here | |
| Mar 8, 2017 at 9:52 | comment | added | SquaredCircle | Any help please ? | |
| Mar 7, 2017 at 21:18 | history | asked | SquaredCircle | CC BY-SA 3.0 |