currency Options

Discussion in 'Options' started by toby400, Sep 20, 2003.

  1. sle


    Well, that is true at the first glance. But you do know that currency and IR risk are inseparable :D So if i am trading a EURIBOR/LIBOR quanto option or a vanilla currency swap (which is as much of an FX deal as it can get), I will probably hedge myself with eurodollar futures...
    #11     Oct 2, 2003