Managing Currency Options In Financial Institutions by Yat-Fai Lam And Kin-Keung Lai

Full Title: Managing Currency Options In Financial Institutions: Vanna-Volga Method
Author/Editor(s): Yat-Fai Lam; Kin Keung Lai
ISBN: 1138778052, 9781138778054
Publisher: Routledge
Published Place: New York NY
Published/Copyright Year: 2015
Language: English
Physical Description: 24 cm
LCCN: 2015011524
Series: Routledge Advances In Risk Management
Number of pages: 94 (xii, 94 pages)
Categories:
Options (Finance)
Foreign Exchange Futures
Currency Swaps
Bank Investments
Financial Risk Management
Bank Investments > Fast > (OCoLC)fst00826688
Currency Swaps > Fast > (OCoLC)fst00885343
Financial Risk Management > Fast > (OCoLC)fst01739657
Foreign Exchange Futures > Fast > (OCoLC)fst00931801
Options (Finance) > Fast > (OCoLC)fst01046893

Content:
Introduction
Development of theories on currency option management
Volatility recovery
Value-at-risk calculation
Dynamic portfolio replication
Conclusions.

ISBNPlus ID: UPE.BV101.7280-11-2178738
Other ID: 898925781(OCLC);907081911(OCLC);920653390(OCLC)
Form: Nonfiction
LC Call No: HG6024.A3 L3266 2015
Dewey Decimal: 332.4/5
Released Date: 20151023

Download BiBTeX of this book (.bib)
@book{isbnplus9781138778054,
 title={Managing Currency Options In Financial Institutions: Vanna-Volga Method},
 author={Yat-Fai Lam and Kin Keung Lai},
 isbn={9781138778054},
 lccn={2015011524},
 series={Routledge Advances In Risk Management},
 url={http://isbnplus.org/9781138778054},
 year={2015},
 publisher={Routledge},
 address={New York  NY}
}
Download 9781138778054.bib
Download EndNote of this book (.enw)
%0 Book
%T Managing Currency Options In Financial Institutions: Vanna-Volga Method
%A Yat-Fai Lam
%A Kin Keung Lai
%@ 9781138778054
%U http://isbnplus.org/9781138778054
%D 2015
%I Routledge
%C New York  NY
Download 9781138778054.enw
Download RefMan of this book (.ris)
TY  - BOOK
T1  - Managing Currency Options In Financial Institutions: Vanna-Volga Method
A1  - Yat-Fai Lam
A1  - Kin Keung Lai
SN  - 9781138778054
T3  - Routledge Advances In Risk Management
UR  - http://isbnplus.org/9781138778054
Y1  - 2015
PB  - Routledge
CY  - New York  NY
ER  - 
Download 9781138778054.ris

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APA Style:
Lam, Y. & Lai, K.K. (2015). Managing Currency Options In Financial Institutions: Vanna-Volga Method. New York NY: Routledge.

MLA Style:
Lam, Yat-Fai, and Kin Keung Lai. Managing Currency Options In Financial Institutions: Vanna-Volga Method. New York NY: Routledge, 2015. Print.

Chicago Style:
Lam, Yat-Fai, and Kin Keung Lai. Managing Currency Options In Financial Institutions: Vanna-Volga Method. New York NY: Routledge, 2015.