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FXO Volatility


New Member
Hi there...
I am doing some derivatives project and new to this arena. I have seen lots of your youtube videos and I should tell you they have helped me a lot for my project with different topics.

I need one small help, which i think you would help me out.

I want to know as to how volatility of an Fx option is calculated? Also how is the surface build?

It would be really great if you can help me out.

Awaiting your response.