Kin Keung Lai
Volatility Surface and Term Structure
High-profit Options Trading Strategies
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Produktdetails
Weitere Autoren: Yen, Jerome / Zhou, Shifei / Wang, Hao
- ISBN: 978-1-138-91626-5
- EAN: 9781138916265
- Produktnummer: 24375238
- Verlag: Taylor and Francis
- Sprache: Englisch
- Erscheinungsjahr: 2017
- Seitenangabe: 104 S.
- Masse: H23.4 cm x B15.6 cm x D1.1 cm 190 g
- Abbildungen: Farb., s/w. Abb.
- Gewicht: 190
Über den Autor
Shifei Zhou received his master degree in Computer Science and Technology from Central South University in Changsha, China. He is currently pursuing PhD at Department of Management Sciences of City University of Hong Kong. Hong Kong. His research interests mainly focus on financial behavior, derivatives, and risk management.Hao Wang received his bachelor's degree in Computer Science and Technology from Northwestern Poly-technical University in Xi'an, China. He is currently pursuing PhD at Department of Management Sciences of City University of Hong Kong, Hong Kong. His research interests mainly focus on risk management, financial derivatives and financial engineering.Kin Keung Lai received his PhD at Michigan State University in USA in 1977 and is currently a Chair Professor of Management Science at City University of Hong Kong. Prior to his current post, he was a Senior Operational Research Analyst at Cathay Pacific Airways and an Area Manager for Marketing Information System at Union Carbide Eastern. He is the President of the Asia-Pacific Industrial Engineering and Management Society, the general secretary of Hong Kong Operational Research Society and a council member of the International Federation of Operations Research Societies. He is also a co-editor of 8 journals including Journal of the Operational Research Society and the managing editor of book series Lecture Notes in Decision Science. He has published five monographs and over 100 journal papers. His main research interests include supply chain and operation management, forecasting, computational intelligence and risk analysis.Jerome Yen received his PhD at University of Arizona with major Systems Engineering and Management Information Systems. He is now a Professor of Accounting and Finance department of Tung Wah College. Prior to his current post, he was a senior member of Academic Advisory Committee PRMIA, the President of Asia Pacific Association of Financial Engineering, and Co-Chair of First Asia Pacific Conference on Financial Engineering held in Hong Kong 2008. His teaching areas include Derivatives, Investment Analysis and Portfolio Management, Risk Management, Exotic Options and Structured products, and China Financial Markets. He has published over 50 journal papers. His main research interests include financial engineering, investment management, market and credit risk management, financial product development, trading strategies and hedge funds.
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