Učitavanje...
Managing currency options in financial institutions : Vanna-Volga method /
| Glavni autor: | |
|---|---|
| Daljnji autori: | |
| Format: | Printed Book |
| Izdano: |
New York:
Routledge/
2016.
|
| Serija: | Routledge advances in risk management
|
| Teme: |
Sadržaj:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.