Sometimes I know for like a week about what I will write the next time around but sometimes it is the other way around: I have no idea what to write about.
Most of the time it is because I already have a post about something I am working on and, as you know, Murex jobs are usually quite demanding and you have to be fully involved, I struggle to think about something else.
So, if you have any request for a topic that you would like me to cover, feel free to through the comments, the forums, whichever way you prefer! 🙂
Would you please have something detailed on how Volatility and Smile curves work in relation to option pricing?
Ahh volatility, that’s a good topic. I’ll prepare something for next week starting with cap/floors? Or you prefer FX first?
I actually am doing FX right now and will be moving to Cap/Floor and Swaptions. So technically either one fits me well 🙂