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Managing currency options in financial institutions : Vanna-Volga method /
| Auteur principal: | |
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| Autres auteurs: | |
| Format: | Printed Book |
| Publié: |
New York:
Routledge/
2016.
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| Collection: | Routledge advances in risk management
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| Sujets: |
Table des matières:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.