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Managing currency options in financial institutions : Vanna-Volga method /
| Egile nagusia: | |
|---|---|
| Beste egile batzuk: | |
| Formatua: | Printed Book |
| Argitaratua: |
New York:
Routledge/
2016.
|
| Saila: | Routledge advances in risk management
|
| Gaiak: |
Aurkibidea:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.