Managing Currency Options in Financial Institutions: Vanna-Volga method (Routledge Advances in Risk Management) - Image 1

£100.00

Routledge Managing Currency Options in Financial Institutions: Vanna-Volga method (Routledge Advances in Risk Management)

Name: Managing Currency Options in Financial Institutions: Vanna-Volga method (Routledge Advances in Risk Management)
Brand: Routledge
Price: 100.0 GBP
Availability: InStock

Banking

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Description

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.

Product Specifications

Brand: Routledge
Format: Hardcover
ASIN: 1138778052
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Banking
Domain: Amazon UK
Release Date: 31 August 2015
Listed Since: 01 January 2015

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Routledge Managing Currency Options in Financial Institutions: Vanna-Volga method (Routledge Advances in Risk Management)

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