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Paperback Managing Currency Options in Financial Institutions: Vanna-Volga method Book

ISBN: 1138316938

ISBN13: 9781138316935

Managing Currency Options in Financial Institutions: Vanna-Volga method

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.

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Format: Paperback

Condition: New

$60.80
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Related Subjects

Business Business & Investing

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