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Lam, Yat-Fai.

Managing currency options in financial institutions : Vanna-Volga method / Yat-Fai Lam and Kin-Keung Lai. - Abingdon, Oxon : Routledge, 2016. - xii, 94 p. ; 25 cm. - Routledge advances in risk management .

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

ISBN: 9781138778054 (hardback)

Subjects--Topical Terms:
Options (Finance)
Foreign exchange futures.
Currency swaps.
Bank investments.
Financial risk management.

LC Class. No.: HG6024.A3 / L3266 2015

Dewey Class. No.: 332.45 / L213