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Managing currency options in financial institutions : Vanna-Volga method /
| Hlavní autor: | |
|---|---|
| Další autoři: | |
| Médium: | Printed Book |
| Vydáno: |
New York:
Routledge/
2016.
|
| Edice: | Routledge advances in risk management
|
| Témata: |
Obsah:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.