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| LEADER |
01083cam a2200241 i 4500 |
| 020 |
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|a 9781138778054 (hardback)
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| 082 |
0 |
0 |
|a R 332.45 LAM.M
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| 100 |
1 |
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|a Lam, Yat-Fai.
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| 245 |
1 |
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|a Managing currency options in financial institutions :
|b Vanna-Volga method /
|c Yat-Fai Lam and Kin-Keung Lai.
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| 260 |
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|a New York:
|b Routledge/
|c 2016.
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| 300 |
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|a xii, 94 pages :
|b illustrations ;
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| 490 |
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|a Routledge advances in risk management
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| 504 |
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|a Includes bibliographical references (pages 89-91) and index.
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| 505 |
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|a Introduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions.
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| 650 |
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|a Options (Finance)
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| 650 |
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|a Foreign exchange futures.
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| 650 |
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0 |
|a Currency swaps.
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| 650 |
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|a Bank investments.
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| 650 |
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|a Financial risk management.
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| 700 |
1 |
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|a Lai, Kin Keung.
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| 942 |
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|c BK
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| 999 |
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|c 308604
|d 308604
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| 952 |
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|0 0
|1 0
|4 0
|6 R_332_450000000000000_LAM_M
|7 1
|8 NFIC
|9 329871
|a COM
|b COM
|d 2020-11-05
|l 0
|o R 332.45 LAM.M
|p COM 7667
|r 2020-11-05
|t 1
|w 2020-11-05
|y BK
|