Managing Currency Options in Financial Institutions : Vanna-Volga Method
Managing Currency Options in Financial Institutions : Vanna-Volga Method
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Author(s): Lai, Kin-Keung
Lam, Yat-fai
ISBN No.: 9781138778054
Pages: 94
Year: 201508
Format: Trade Cloth (Hard Cover)
Price: $ 142.60
Dispatch delay: Dispatched between 7 to 15 days
Status: Available

Yat-faiLAMis the Principal at Structured Products Analytics of CapitaLogic Limited, an adjunct faculty teaching master programmes in banking/finance/financial engineering/financial services at City University of Hong Kong and an adjunct dissertation supervisor of The University of Warwick's Master of Science programmes in Hong Kong. Prior to assuming his current positions Yat-fai has worked for a bank regulator, an international bank, an asset management firm and a credit rating agency, specializing in the implementation of Basel New Capital Accord. Kin-keung LAIreceived his PhD at Michigan State University in 1977 and is currently a Chair Professor of Management Science at the City University of Hong Kong. He is the President of the Asia-Pacific Industrial Engineering and Management Society, the General Secretary of the Hong Kong Operational Research Society and a council member of the International Federation of Operations Research Societies. His main research interests include supply chain and operation management, forecasting, computational intelligence and risk analysis. d a council member of the International Federation of Operations Research Societies. His main research interests include supply chain and operation management, forecasting, computational intelligence and risk analysis.


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