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Managing Currency Options in Financial Institutions

Yat-Fai Lam
Hardback Book  |  Reading  |  28 Aug 2015
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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.

Title: Managing Currency Options in Financial Institutions

Format: Hardback Book

Release Date: 28 Aug 2015

Author: Yat-Fai Lam

Sku: 3373989

Catalogue No: 9781138778054

Category: Reading

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