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Managing currency options in financial institutions : Vanna-Volga method /
| Hovedforfatter: | |
|---|---|
| Andre forfattere: | |
| Format: | Printed Book |
| Udgivet: |
New York:
Routledge/
2016.
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| Serier: | Routledge advances in risk management
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| Fag: |
Indholdsfortegnelse:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.