Barrier option
Dealers bruised by surprise renminbi vol surge
Rush to re-hedge USD/CNH exotics left banks in grip of painful short gamma squeeze
How Goldman’s algos adapted to virus vol
Interview: Ralf Donner explains why algo usage is up while markets are down
FX options see record volumes as yen goes off-script
Coronavirus outbreak and recession fears trigger frenzied trading in USD/JPY options
Stressed VAR will hit FX options, dealers warn
Certain forex options and exotics penalised by Basel 2.5, including emerging market currencies and double no-touches
SDX expands exotics options
SuperDerivatives is capitalising on increased risk appetite for exotic options with the launch of new correlation products on its multi-asset pricing system, SDX, in the first quarter of 2011.