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'.
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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.
