Llwytho...
Managing currency options in financial institutions : Vanna-Volga method /
Prif Awdur: | |
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Awduron Eraill: | |
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.