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Risk Management Workshop Colombia: From Theory to Implementation Cartagena, Colombia 16-19 February 2004

Risk Management Workshop Colombia: From Theory to Implementation Cartagena, Colombia 16-19 February 2004. Case Study: South Africa on the road to Basel II Pieter Strydom Partner, Ernst & Young, South Africa. Risk Management Workshop Colombia: From Theory to Implementation

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The Asian Options

The Asian Options. Chapter 6: ADVANCED OPTION PRICING MODEL. The Asian Options. Asian options are options in which the underlying variable is the average price over a period of time.

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1.63k views • 26 slides

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Low trading volumes - PowerPoint PPT Presentation

Risk Management Workshop Colombia: From Theory to Implementation Cartagena, Colombia 16-19 February 2004

The Asian Options