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Managing Currency Options in Financial Institutions

Managing Currency Options in Financial Institutions

Kin-Keung Lai / Yat-Fai Lam

316,01 €
IVA incluido
Consulta disponibilidad
Editorial:
Taylor & Francis Ltd
Año de edición:
2015
Materia
Empresa y gestión
ISBN:
9781138778054

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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.

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Otros libros del autor

  • 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...
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