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Managing currency options in financial institutions : Vanna-Volga method /
| Autore principale: | |
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| Altri autori: | |
| Natura: | Printed Book |
| Pubblicazione: |
New York:
Routledge/
2016.
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| Serie: | Routledge advances in risk management
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| Soggetti: |
Sommario:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.