Managing Currency Options in Financial Institutions is popular PDF and ePub book, written by Yat-Fai Lam in 2017-09-19, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Managing Currency Options in Financial Institutions can be Read Online from any device for your convenience.
Managing Currency Options in Financial Institutions Book PDF Summary
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. The book illustrates with technical details to shed understanding on the major applications, including valuation, volatility recovery, dynamic portfolio replication and value-at-risk. Those who study finance, risk management, quantitative finance or similar areas, as well as practitioners who wish to learn how to valuate, hedge and manage the market risk of currency options with more advanced models and techniques will find the book of invaluable use.
Detail Book of Managing Currency Options in Financial Institutions PDF
- Author : Yat-Fai Lam
- Release : 19 September 2017
- Publisher : Routledge
- ISBN : 9781317387251
- Genre : Business & Economics
- Total Page : 118 pages
- Language : English
- PDF File Size : 18,8 Mb
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