LIBROS DEL AUTOR: yat fai lam

2 resultados para LIBROS DEL AUTOR: yat fai lam

  • Managing Currency Options in Financial Institutions
    Kin-Keung Lai / 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 financia...
    Disponible

    84,72 €

  • Managing Currency Options in Financial Institutions
    Kin-Keung Lai / 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 financia...
    Disponible

    316,01 €