Code: 09406410
Managing Currency Options in Financial Institutions
by 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, conformin ... more
- Language:
English - Binding: Hardback
- Number of pages: 94
Publisher: Taylor & Francis Ltd, 2015
- More about this
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Book synopsis
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 regulat
Book details
234 €
- Full title: Managing Currency Options in Financial Institutions
- Subtitle: Vanna-Volga Method
- Author: Yat Fai Lam
- Language: English
- Binding: Hardback
- Number of pages: 94
- EAN: 9781138778054
- ISBN: 9781138778054
- ID: 09406410
- Publisher: Taylor & Francis Ltd
- Weight: 360 g
- Dimensions: 234 × 156 × 10 mm
- Date of publishing: 28. August 2015
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