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

Bibliografiska uppgifter
Huvudupphovsman: Lam, Yat-Fai
Övriga upphovsmän: Lai, Kin Keung
Materialtyp: Printed Book
Publicerad: New York: Routledge/ 2016.
Serie:Routledge advances in risk management
Ämnen:
Options (Finance)
Foreign exchange futures.
Currency swaps.
Bank investments.
Financial risk management.
Innehållsförteckning:
  • Introduction
  • Development of theories on currency option management
  • Volatility recovery
  • Value-at-risk calculation
  • Dynamic portfolio replication
  • Conclusions.

Liknande verk