Managing Currency Options in Financial Institutions

Name: Managing Currency Options in Financial Institutions
SKU: P36265701
Price: 184.00 CHF
Availability: InStock
ISBN: 9781138778054

Vanna-Volga method

Kin Keung Lai

▪Yat-Fai Lam

Verlag:

Taylor & Francis

Unsere-Artikel-Nr.: P36265701

EAN: 9781138778054

Erhältlich:

Nicht auf Lager

Zustellung: Di, 20.10.2026

Versand: Kostenlos

-22.0 %

CHF 236.–

CHF 184.–

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

2015

Format

Buch (Hardcover)

Anzahl Seiten