Managing Currency Options in Financial Institutions VannaVolga method
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Managing Currency Options in Financial Institutions VannaVolga method Description
The book introduces how we can manage currency options with the Vanna-Volga method.nbspIt describes the underlying theories and applications ofnbspthe 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.
Details
| OPC | PXBQT8W |
|---|---|
| Brand | riachristiecollections |
| Codes | 1138778052 (ISBN-10) |
| 9781138778054 (ISBN) | |
| MPN | 9781138778054 |
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