Lam, Yat-Fai. <br/><br/>
Managing currency options in financial institutions :  Vanna-Volga method / 
Yat-Fai Lam and Kin-Keung Lai. 
 - New York:  Routledge/  2016. 
 - xii, 94 pages :  illustrations ; 
 - Routledge advances in risk management .
<br/><br/>Includes bibliographical references (pages 89-91) and index. 
<br/><br/>Introduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions. 
<br/><br/><label>ISBN: </label>9781138778054 (hardback) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Options (Finance)<br/>Foreign exchange futures.<br/>Currency swaps.<br/>Bank investments.<br/>Financial risk management.
<br/><br/><label>Dewey Class. No.: </label>R 332.45 LAM.M