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  • MANAGING CURRENCY OPTIONS IN FINANCIAL INSTITUTIONS
    ebook
    MANAGING CURRENCY OPTIONS IN FINANCIAL INSTITUTIONS
    YAT-FAI LAM / KIN-KEUNG LAI
    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 financia...

    $1,099.00

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