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Managing Currency Options in Financial Institutions: Vanna-Volga method - Routledge Advances in Risk Management Yat-Fai Lam 1.º edición
Managing Currency Options in Financial Institutions: Vanna-Volga method - Routledge Advances in Risk Management
Yat-Fai Lam
The book introduces how we can manage currency options with the Vanna-Volga method. It describes the underlying theories and applications of the Vanna-Volga method in managing currency options of a financial institution, conforming to the Basel III regulatory requirements which demand a high consistency between the valuation and market risk calculation methodologies of financial instruments.
94 pages, 7 Line drawings, black and white; 25 Tables, black and white; 7 Illustrations, black and w
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 28 de junio de 2018 |
| ISBN13 | 9781138316935 |
| Editores | Taylor & Francis Ltd |
| Páginas | 112 |
| Dimensiones | 150 × 220 × 10 mm · 272 g |
| Lengua | Inglés |
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