1 option
Managing currency options in financial institutions : Vanna-Volga method / Yat-Fai Lam and Kin-Keung Lai.
Lippincott Library HG6024.A3 L3266 2015
Available
- Format:
- Book
- Author/Creator:
- Lam, Yat-Fai.
- Series:
- Routledge advances in risk management
- Language:
- English
- Subjects (All):
- Options (Finance).
- Foreign exchange futures.
- Currency swaps.
- Bank investments.
- Financial risk management.
- Physical Description:
- xii, 94 pages ; 24 cm.
- Place of Publication:
- Abingdon, Oxon ; New York, NY : Routledge, 2015.
- Contents:
- Introduction
- Development of theories on currency option management
- Volatility recovery
- Value-at-risk calculation
- Dynamic portfolio replication
- Conclusions.
- ISBN:
- 9781138778054
- 1138778052
- OCLC:
- 898925781
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.