Managing currency options in financial institutions : Vanna-Volga method
Yat-fai Lam and Kin-keung Lai
| Year of publication: |
2016
|
|---|---|
| Authors: | Lam, Yat-fai ; Lai, Kin Keung |
| Publisher: |
London [u.a.] : Routledge |
| Subject: | Devisenoption | Currency option | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Währungsmanagement | Foreign exchange management | Theorie | Theory | Bank | Risikomanagement | Währungsoption |
| Description of contents: |
Introduction -- Development of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions
Table of Contents [gbv.de]
|
| Extent: | XII, 94 S. graph. Darst. |
|---|---|
| Series: | Routledge advances in risk management. - London : Routledge, ZDB-ID 2772806-7. - Vol. 7 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | IntroductionDevelopment of theories on currency option management -- Volatility recovery -- Value-at-risk calculation -- Dynamic portfolio replication -- Conclusions. |
| ISBN: | 978-1-138-77805-4 ; 978-1-315-67713-2 |
| Classification: | Banken, Versicherungen ; Investition, Finanzierung ; Unternehmensführung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378382