RMB vol returns as hedge funds take barrier trade profits
Unwinds of exotic positions saw vol jump 72% after surprise PBoC move last week
Source: risk.net
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Top News In Exotic Options Today - Breaking & Trending Today
'Perfect' VKO trades knock the smile off vol
Dealer hedging of options which profit from ‘spot down, vol down’ may have amplified rare dynamic
Source: risk.net
Yen exotics re-hedging fuelled vol surge, say traders
USD/JPY spike forced dealer stampede into call options, pushing FX vol even higher
Source: risk.net
Rough volatility moves to exotic frontiers
New simulation scheme clears the way for broader application of the rough Heston model
Source: risk.net
JP Morgan testing deep hedging of exotics
Neural network trained to hedge complex options using simulated data expected to go live this year
Source: risk.net