Thi Le – författare

'Thi Le is one of the most important chefs and migrant voices of this generation.' - Kylie Kwong 'A serious contribution to culinary and cultural scholarship.' - Nigella Lawson Viet Kieu adj., noun: Person of Vietnamese ancestry living abroad; foreigner in a familiar country. Viet Kieu is a vital, extraordinary cookbook that explores the heart of Vietnamese food and cooking techniques, as interpreted by acclaimed chef Thi Le. Thi is a self-described viet kieu who has spent her life navigating her place across two worlds while never feeling truly at home in either one. The movement between the two is what defines her remarkable approach to ingredients and flavour. From classics like Cháo gà (Chicken congee) and the southern-influenced Can chua chanh day (Sweet & sour fish soup with passionfruit), to a vibrant Prawn goi salad with a nuoc mam dressing, and the basics for fermenting Com me (sour rice), along with communal feasts like a Viet Cajun seafood boil-up and the beloved leafy 'Wrappy guy', each of Viet Kieu's 100-plus recipes reflect Thi's unending appetite for food that is alive with freshness, a relentless curiosity and an uncompromising desire to distil the cuisine of her heritage through a modern lens.Viet Kieu also tells the compelling story of a girl raised in outer western Sydney in a home where narratives of upward mobility were absent. Where a safe identity felt elusive. It's a tale of hardship, deep resilience, cooking as a life raft, a groundbreaking restaurant in Melbourne - and fierce love too.Thi Bich Phuong Le is a Melbourne-based chef-restaurateur of Vietnamese descent. She runs two small restaurants, Anchovy and Jeow, in inner-Melbourne's Richmond, and a banh mi bar called Ca Com with her partner Jia-Yen Lee and their spoodle Cheddar Cheese.

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable intraday data supporting financial investment decisions across different assets classes and instruments consisting of commodities, derivatives, equities, fixed income and foreign exchange. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes frequency) currency options to capture traders' trading behaviour, (2) computing realised volatility based on 5-minute frequency currency price to obtain speculators' speculation attitude, (3) examining the ability of implied volatility to subsume market information through forecasting realised volatility and (4) evaluating the predictive power of implied volatilityfor pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable intraday data supporting financial investment decisions across different assets classes and instruments consisting of commodities, derivatives, equities, fixed income and foreign exchange. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes frequency) currency options to capture traders'' trading behaviour, (2) computing realised volatility based on 5-minute frequency currency price to obtain speculators'' speculation attitude, (3) examining the ability of implied volatility to subsume market information through forecasting realised volatility and (4) evaluating the predictive power of implied volatilityfor pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.