ヴォルガ [BUSINESS ＆ SELF-CULTURE]
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| 商品 | 説明 | 価格 |
|---|---|---|
 Managing Currency Options in Financial Institutions Vanna-Volga method【電子書籍】[ Yat-Fai Lam ] 楽天Kobo電子書籍ストア | ＜p＞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.＜/p＞ ＜p＞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.＜/p＞画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。 | 7,338円 |