Managing Currency Options in Financial Institutions

Name: Managing Currency Options in Financial Institutions
SKU: P35501513
Price: 69.00 CHF
Availability: InStock
ISBN: 9781138316935

Vanna-Volga method

Kin Keung Lai

▪Yat-Fai Lam

Verlag:

Taylor & Francis

Unsere-Artikel-Nr.: P35501513

EAN: 9781138316935

Erhältlich:

Nicht auf Lager

Zustellung: Di, 20.10.2026

Versand: Kostenlos

-13.8 %

CHF 80.–

CHF 69.–

Beschreibung

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.

Spezifikationen

Sprache

Englisch

Autor

Kin Keung Lai
Yat-Fai Lam

Zielgruppe

Postgraduate and Undergraduate

Erscheinungsjahr

2018

Format

Buch (Softcover)

Anzahl Seiten