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Managing currency options in financial institutions : Vanna-Volga method /
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| 格式: | Printed Book |
| 出版: |
New York:
Routledge/
2016.
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| 丛编: | Routledge advances in risk management
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| 主题: |
书本目录:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.