Search

Categories

    • categories-img Jacket, Women
    • categories-img Woolend Jacket
    • categories-img Western denim
    • categories-img Mini Dresss
    • categories-img Jacket, Women
    • categories-img Woolend Jacket
    • categories-img Western denim
    • categories-img Mini Dresss
    • categories-img Jacket, Women
    • categories-img Woolend Jacket
    • categories-img Western denim
    • categories-img Mini Dresss
    • categories-img Jacket, Women
    • categories-img Woolend Jacket
    • categories-img Western denim
    • categories-img Mini Dresss
    • categories-img Jacket, Women
    • categories-img Woolend Jacket
    • categories-img Western denim
    • categories-img Mini Dresss

Filter By Price

$
-
$

Dietary Needs

Top Rated Product

product-img product-img

Modern Chair

$165.00
product-img product-img

Plastic Chair

$165.00
product-img product-img

Design Rooms

$165.00

Brands

  • Wooden
  • Chair
  • Modern
  • Fabric
  • Shoulder
  • Winter
  • Accessories
  • Dress

Welcome and thank you for visiting us. For any query call us on 0799 626 359 or Email [email protected]

Shopping Cart

Africa largest book store

Sub Total:

Search for any Title

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

By: Kin-Keung Lai (Author) , Yat-Fai Lam (Author)

Manufacture on Demand

Ksh 31,650.00

Format: Hardback or Cased Book

ISBN-10: 1138778052

ISBN-13: 9781138778054

Collection / Series: Routledge Advances in Risk Management

Collection Type: Publisher collection

Publisher: Taylor & Francis Ltd

Imprint: Routledge

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Aug 28th, 2015

Publication Status: Active

Product extent: 94 Pages

Weight: 294.00 grams

Product Classification / Subject(s): Banking
Credit & credit institutions
Investment & securities

Choose your Location

Shipping & Delivery

Door Delivery

Delivery fee

Delivery in 10 to 14 days

  • Description

  • Reviews

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 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.

Get Managing Currency Options in Financial Institutions by at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

Customer Reviews

Based on 0 reviews

Mind, Body, & Spirit