Sorry, you need to enable JavaScript to visit this website.
Skip directly to content

FX Options - Wrong from the Start

Speaker: Jessica James

CQF Institute is proud to bring you a free online talk with Jessica James on 'FX Options - Wrong from the Start'.

How to book

Already a member? – Log in and book your free ticket 
Not a member yet? – Become a Basic Member for free here. You will then be able to claim your free ticket. 

Event Agenda 

17:00 - 17:30 BST - Networking opportunities

17:30 - 18:30 BST - CQF Institute Talk: FX Options - Wrong from the Start

This event can earn you up to 2 CPD credits.

Abstract

FX options are a huge and liquid market, widely traded for investment and hedging purposes. Yet historically, systematic biases have persisted in their valuation. We track the series of investigations which identified the source of these misvaluations and explain how to utilise them.

Speaker Bio

Jessica James is a Senior Quantitative Researcher at Commerzbank in London. She joined Commerzbank from Citigroup where she held a number of FX roles, latterly as Global Head of the Quantitative Investor Solutions Group. Prior to this she was the Head of Risk Advisory and Currency Overlay Team for Bank One. Before her career in finance, James lectured in physics at Trinity College, Oxford. She holds a BSc in Physics from Manchester University and a D. Phil. in atomic and nuclear physics from Oxford University.

Her significant publications include the ‘Handbook of Foreign Exchange’ (Wiley), 'Interest Rate Modelling' (Wiley), and 'Currency Management' (Risk books). Her latest books include ‘FX Option Performance’ (Wiley, 2015), ‘Quantitative Finance’ (IoP, 2017) and ‘Random Walks in Fixed Income and Foreign Exchange’ (de Gruyter, to be published 2021).  She has been closely associated with the development of currency as an asset class, being one of the first to create overlay and currency alpha products.

Jessica is a Visiting Professor both at UCL and at The Business School, University of London. She is a Managing Editor for the Journal of Quantitative Finance. Apart from her financial appointments, she is a Fellow of the Institute of Physics and has been a member of their governing body and of their Industry and Business Board.