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MANAGING CURRENCY OPTIONS IN FINANCIAL INSTITUTIONS IBD

ROUTLEDGE
06 / 2018
9781138316935
Inglés

Sinopsis

The book introduces how we can manage currency options with the Vanna-Volga method.áIt describes the underlying theories and applications ofáthe 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.

PVP
84,72