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Managing currency options in financial institutions : Vanna-Volga method /
| Yazar: | |
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| Diğer Yazarlar: | |
| Materyal Türü: | Printed Book |
| Baskı/Yayın Bilgisi: |
New York:
Routledge/
2016.
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| Seri Bilgileri: | Routledge advances in risk management
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| Konular: |
İçindekiler:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.