Description: Managing Currency Options in Financial Institutions : Vanna-Volga Method, Hardcover by Lam, Yat-fai; Lai, Kin-keung, ISBN 1138778052, ISBN-13 9781138778054, Brand New, Free shipping in the US Th 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.
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End Time: 2024-11-18T15:43:32.000Z
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Book Title: Managing Currency Options in Financial Institutions : Vanna-Volga
Author: Lam, Yat-fai; Lai, Kin-keung
Language: english
