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Episode 3: Black-Scholes, Garman-Kohlhagen and FX Pricing
How the classic Black-Scholes framework is adapted for currencies through two interest rates, forward pricing and the Garman-Kohlhagen approach used across FX options markets.This episode is part of FX Options Daily, a 30-day themed season of The Trading Floor covering pricing, hedging, exotics, risk and institutional FX options practice.Full treatment: Chapter 3 of FX Options.Educational content only. Nothing in this episode constitutes investment advice.
The skinny
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