Volatility trading
Podcast: Lorenzo Ravagli on why the skew is for the many
JP Morgan quant proposes a unified framework for trading the volatility skew premium
Oh swaps Mizuho for BNP Paribas
FX options specialist will focus on expanding the French bank’s Latin America footprint
Barclays upgrades Oasis FX analytics tool
Enhanced version of Oasis includes a new charting, analysis and back-testing tool, known as Atlas
Foreign exchange concerns prompt investors to seek diversification
People on the buy-side give their thoughts on the prospect of a currency war, as central banks grapple with the problem of how much to intervene in their FX markets
Murex is first choice for risk management vendor
Murex has been ranked top vendor for risk management and options pricing software after jumping two places from third last year, taking the throne from 2009 leader Thomson Reuters.