What is Fx Skew volatilities

This is a discussion on What is Fx Skew volatilities within the First Steps forums, part of the Reception category; Hi All, I am new to the forum just to increase my trading related knowledge. If anyone has detailed info ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Jun 15, 2009, 8:26pm   #1
 
1 Posts
Joined Jun 2009
What is Fx Skew volatilities

Hi All,

I am new to the forum just to increase my trading related knowledge.

If anyone has detailed info about Fx Skew Volatilities, then can you pls share it.

Thanks in advance.
infotech04 is offline   Reply With Quote
Old Jun 15, 2009, 9:25pm   #2
 
Martinghoul's Avatar
Joined Feb 2009
GJ, I think this question here requires your expertise...
__________________
"Insofar as I may be heard by anything, which may or may not care what I say, I ask, if it matters, that you be forgiven for anything you may have done or failed to do which requires forgiveness."
Martinghoul is offline   Reply With Quote
Old Jun 15, 2009, 11:17pm   #3
Joined Sep 2004
Well here's a brief but not too bad set of definitions from ANZ that I found. Ironically the definition of skew is one of the less satisfactory ones (they start banging on about a natural bias towards put which is a bit daft in the context of FX, although makes more sense when you start talking equities). But the broad definition is a good starting point.

http://www.anz.com/documents/FXOnlin...erm2edited.pdf
__________________
"That which doesn't kill me makes me stronger"
GammaJammer is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
Skew Bands rayer Technical Analysis 3 Jul 22, 2004 5:17pm
skew and implied volatility brickie Futures & Options 4 Jun 11, 2004 9:26am

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)