FX Accumulators: Payoffs, Pricing, & Risk Management using CrossAsset
Why Attend
Learn more about FX Accumulators, including their payoffs, usage, pricing considerations, risks, and how Numerix CrossAsset can enhance Accumulator trading.
Presenter
Anirban Chakraborty, Financial Engineer, Numerix
The FX derivatives market is rapidly expanding, with the outstanding notional amount increasing by 12% to $105 trillion last year (source BIS). This surge is driven by heightened trading activity across various FX products. Among these, FX Accumulators have become a popular choice for investors and corporations alike.
In this webinar, we dive into the unique features of FX Accumulators, such as gearing, barriers, and fade-in levels. We also explore their purpose, payoff structures, and discuss the associated risks and benefits.
Join Anirban Chakraborty from Numerix as he demonstrates how to leverage Numerix CrossAsset to define pricing parameters, utilize market curves, select appropriate pricing models, configure volatility, and analyze pricing and trade sensitivities.
During this webinar, Anirban dives into the unique features of FX Accumulators and showcase how users can utilize CrossAsset Excel to enhance accumulator trading:
- Explore the unique features of FX Accumulators, including gearing, barriers, and fade-in levels.
- Understand the purpose of FX Accumulators and how their payoffs are structured.
- Learn about pricing parameters, market curves, and model selection.
- The benefits and risks associated with FX Accumulators.
- See how Numerix CrossAsset can be used to define pricing parameters, configure volatility, and analyze trade sensitivities.
Featured Speakers
Anirban Chakraborty
Anirban joined Numerix in 2022 and is based out of its Singapore office. As a Financial Engineer, he helps clients by developing financial solutions, with a focus on FX and IR asset classes. Prior to joining Numerix, he gained valuable insights into cross asset market dynamics through his work in Fixed Income Research and Algorithmic Trading Risk. Anirban holds a master’s degree in quantitative finance from SMU, Singapore and a bachelor’s in engineering from IIT Dhanbad.
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
