Á lódáil...
Managing currency options in financial institutions : Vanna-Volga method /
| Príomhúdar: | |
|---|---|
| Údair Eile: | |
| Formáid: | Printed Book |
| Foilsithe: |
New York:
Routledge/
2016.
|
| Sraith: | Routledge advances in risk management
|
| Ábhair: |
Clár Ábhair:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.