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Managing currency options in financial institutions : Vanna-Volga method / Yat-Fai Lam and Kin-Keung Lai.
Material type:
TextSeries: Routledge advances in risk managementPublication details: New York: Routledge/ 2016.Description: xii, 94 pages : illustrationsISBN: - 9781138778054 (hardback)
- R 332.45 LAM.M
Contents:
Introduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions.
| Item type | Current library | Home library | Collection | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|---|
Book
|
Dept. of Commerce Processing Center | Dept. of Commerce | Non-fiction | R 332.45 LAM.M (Browse shelf(Opens below)) | 1 | Not For Loan | COM7667 |
Includes bibliographical references (pages 89-91) and index.
Introduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions.
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