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Exotic options
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Hedging
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Quantitative finance
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Hedging a book of exotic options with different maturities
Quantitative finance
Hedging
Exotic options
In this notebook, we continue on the track to study the track of hedging in the world of FX option still from a trader sitting in a exotic desk in a investment bank. As…
Feb 11, 2026
Hedging a book of exotic options using the Vanna-Volga method
Quantitative finance
Hedging
Exotic options
In this notebook, we continue to study the track of hedging in the world of FX options still from a trader sitting in a exotic desk in the S&T branch of a bank. As we’ve…
Jan 24, 2026
Hedging a book of exotic options
Quantitative finance
Hedging
Exotic options
In this notebook, we take on the role of a trader working on an investment bank’s exotic options desk, focusing on FX derivatives. We will explore how such traders hedge…
Sep 27, 2025
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