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Talk:Quanto

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Latest comment: 12 years ago by 80.254.158.84 in topic Comments

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The section on commodity quanto options seems wrong. The example simply says that an energy retailer can/should hedge his price risk with options. There's no need for quanto options here, vanilla options would suffice, and the text does not make it at all clear why quantos are necessary. Suggest deleting this section. 80.254.158.84 (talk) —Preceding undated comment added 16:27, 29 August 2013 (UTC)Reply

Describing a quanto as having less exchange rate risk than an ordinary derivative is potentially somewhat misleading: the corresponding vanilla derivative may actually have less exchange rate risk, depending on the correlation between the underlying price and the exchange rate. It might be better just to explain the quanto feature first, and leave the explanation of why anyone would want to hold one until later, rather than trying to cover both at once. Jonathan G. G. Lewis 03:03, 5 June 2015 (UTC)  Preceding unsigned comment added by Jonazo (talkcontribs)

Questions

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Does "Composite" is the inverse of quanto in case of multi currency?213.41.176.131 (talk) 14:51, 10 August 2011 (UTC)Reply

is there any french-speaking personwho could tell me if "quanto" is the same thing as "au comptant" ? Response is : in french quanto has nothing to do with "au comptant". Quanto is an italian word but non related with a Currency Quantity Adjusting Option. So Quanto seems to come from english ! —Preceding unsigned comment added by 82.234.113.61 (talk) 05:57, 27 May 2009 (UTC)Reply