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Managing currency options in financial institutions : Vanna-Volga method /

Bibliografske podrobnosti
Glavni avtor: Lam, Yat-Fai
Drugi avtorji: Lai, Kin Keung
Format: Printed Book
Izdano: New York: Routledge/ 2016.
Serija:Routledge advances in risk management
Teme:
Kazalo:
  • Introduction
  • Development of theories on currency option management
  • Volatility recovery
  • Value-at-risk calculation
  • Dynamic portfolio replication
  • Conclusions.