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Managing currency options in financial institutions : Vanna-Volga method /
| Autor principal: | |
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| Otros Autores: | |
| Formato: | Printed Book |
| Publicado: |
New York:
Routledge/
2016.
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| Colección: | Routledge advances in risk management
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| Materias: |
Tabla de Contenidos:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.