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Managing currency options in financial institutions : Vanna-Volga method /

Manylion Llyfryddiaeth
Prif Awdur: Lam, Yat-Fai
Awduron Eraill: Lai, Kin Keung
Fformat: Printed Book
Cyhoeddwyd: New York: Routledge/ 2016.
Cyfres:Routledge advances in risk management
Pynciau:
Tabl Cynhwysion:
  • Introduction
  • Development of theories on currency option management
  • Volatility recovery
  • Value-at-risk calculation
  • Dynamic portfolio replication
  • Conclusions.