000			00931cam a2200229 i 4500
020			_a9781138778054 (hardback)
082	0	0	_aR 332.45 LAM.M
100	1		_aLam, Yat-Fai.
245	1	0	_aManaging currency options in financial institutions : _bVanna-Volga method / _cYat-Fai Lam and Kin-Keung Lai.
260			_aNew York: _bRoutledge/ _c2016.
300			_axii, 94 pages : _billustrations ;
490	0		_aRoutledge advances in risk management
504			_aIncludes bibliographical references (pages 89-91) and index.
505	0		_aIntroduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions.
650		0	_aOptions (Finance)
650		0	_aForeign exchange futures.
650		0	_aCurrency swaps.
650		0	_aBank investments.
650		0	_aFinancial risk management.
700	1		_aLai, Kin Keung.
942			_cBK
999			_c285260 _d285260