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Managing Currency Options in Financial Institutions: Vanna-Volga method (Routledge Advances in Risk Management, 7, Band 7)

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

EAN/ISBN:: 9781138316935
Edition:: Reprint
Medium:: paperback
Number of pages:: 112
Publication date:: 2018-06-28
Manufacturer:: Unknown

EAN/ISBN:: 9781138316935
Edition:: Reprint
Medium:: paperback
Number of pages:: 112
Publication date:: 2018-06-28
Manufacturer:: Unknown

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