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Managing Currency Options in Financial Institutions

By Yat-Fai Lam

Managing Currency Options in Financial Institutions Law

Managing Currency Options in Financial Institutions

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Description
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.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
112
Release Date:
2018-06-28
Publication Date:
2018-06-28
Publisher:
Routledge
Languages:
Original: English
ISBN10:
1138316938
ISBN13:
9781138316935
GPSR Manufacturer Reference:
[email protected]
Weight:
184 g
Height:
15.6 cm
Width:
23.4 cm
Thickness:
0.6 cm
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