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Managing currency options in financial institutions : Vanna-Volga method /
| मुख्य लेखक: | |
|---|---|
| अन्य लेखक: | |
| स्वरूप: | Printed Book |
| प्रकाशित: |
New York:
Routledge/
2016.
|
| श्रृंखला: | Routledge advances in risk management
|
| विषय: |
विषय - सूची:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.