TY  - BOOK
AU  - Lam,Yat-Fai
AU  - Lai,Kin Keung
TI  - Managing currency options in financial institutions: Vanna-Volga method 
T2  - Routledge advances in risk management
SN  - 9781138778054 (hardback)
U1  - R 332.45 LAM.M 
PY  - 2016///
CY  - New York
PB  - Routledge
KW  - Options (Finance)
KW  - Foreign exchange futures
KW  - Currency swaps
KW  - Bank investments
KW  - Financial risk management
N1  - 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
ER  -