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Managing Currency Options in Financial Institutions: Vanna-Volga method - Routledge Advances in Risk Management Yat-Fai Lam 1st edition
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Managing Currency Options in Financial Institutions: Vanna-Volga method - Routledge Advances in Risk Management
Yat-Fai Lam
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.
94 pages, 7 Line drawings, black and white; 25 Tables, black and white; 7 Illustrations, black and w
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 28, 2018 |
| ISBN13 | 9781138316935 |
| Publishers | Taylor & Francis Ltd |
| Pages | 112 |
| Dimensions | 150 × 220 × 10 mm · 272 g |
| Language | English |
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