Managing Currency Options in Financial Institutions: Vanna-Volga method (Bog, Hardback, Engelsk) af Yat-Fai Lam
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Managing Currency Options in Financial Institutions: Vanna-Volga method

(Bog, Hardback, Engelsk)
Forfattere: Yat-Fai Lam, Kin-Keung (Shaanxi Normal University Lai
Managing Currency Options in Financial Institutions: Vanna-Volga method
Forlag: Taylor & Francis Ltd

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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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Alle detaljer

Forlag Taylor & Francis Ltd
Forfattere Yat-Fai Lam, Kin-Keung (Shaanxi Normal University Lai
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 28-08-2015
Første udgivelsesår 2015
Serie Routledge Advances in Risk Management
Illustrationer 25 Tables, black and white; 7 Line drawings, black and white; 7 Illustrations, black and white
Originalsprog United Kingdom
Sideantal 94
Indbinding Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 94 pages, 25 Tables, black and white; 7 Line drawings, black and white; 7 Illustrations, black and w
Mål 234 x 156
ISBN-13 / EAN-13 9781138778054