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, ...
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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.
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Seller's Description:
New. Trade paperback (US). Glued binding. 112 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management.
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Seller's Description:
New. Trade paperback (US). Glued binding. 94 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management.
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Seller's Description:
New. Trade paperback (US). Glued binding. 112 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Trade paperback (US). Glued binding. 94 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Trade paperback (US). Glued binding. 94 p. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.