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PEOPLES REPUBLIC OF CHINA
28 Sep 10 12:20
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Date Joined: 21 Mar 09
| Topic/replies: 325 | Blogger: PEOPLES REPUBLIC OF CHINA's blog
Would appreciate any advice from the shrewdies on here, I'm trying to do some initial research into gamma risk and its effect on the pricing of FX options. How important is it in their pricing? What times is it more important than others? Any pointers appreciated. Thanks.

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Get me a drink
When: 28 Sep 10 21:25
Try asking this on the 'Tradefair & Financials' forum
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