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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.
110 pages, 7 black & white illustrations, 25 black & white tables, 7 black & white line drawings
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 28, 2015 |
| ISBN13 | 9781138778054 |
| Publishers | Taylor & Francis Ltd |
| Pages | 94 |
| Dimensions | 156 × 234 × 10 mm · 360 g |
| Language | English |
