Open jukebox

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! 🙂

3 thoughts on “Open jukebox”

  1. Would you please have something detailed on how Volatility and Smile curves work in relation to option pricing?

    1. Ahh volatility, that’s a good topic. I’ll prepare something for next week starting with cap/floors? Or you prefer FX first?

      1. I actually am doing FX right now and will be moving to Cap/Floor and Swaptions. So technically either one fits me well 🙂

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