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20240628135624.0 |
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210413s2021 sz | s |||| 0|eng d |
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|a 9783030712426
|9 978-3-030-71242-6
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|a 10.1007/978-3-030-71242-6
|2 doi
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|a 658.155
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|a Le, Thi.
|e author.
|4 aut
|4 http://id.loc.gov/vocabulary/relators/aut
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|a Analysing Intraday Implied Volatility for Pricing Currency Options
|h [electronic resource] /
|c by Thi Le.
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| 250 |
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|a 1st ed. 2021.
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| 264 |
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1 |
|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2021.
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| 300 |
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|a XXVIII, 350 p. 3 illus.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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| 347 |
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|a text file
|b PDF
|2 rda
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| 490 |
1 |
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|a Contributions to Finance and Accounting,
|x 2730-6046
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| 505 |
0 |
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|a Chapter 1. Introduction of Thesis -- Chapter 2. Literature Review -- Chapter 3. Methodology and Data -- Chapter 4. Implied Volatility Forecasting Realized Volatility -- Chapter 5. Implied Volatility Estimating Currency Options Price -- Chapter 6. Conclusion of Thesis.
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| 520 |
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|a 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.
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| 650 |
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|a Financial risk management.
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| 650 |
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|a Big data.
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| 650 |
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|a Capital market.
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|a Financial services industry.
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|a Risk Management.
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| 650 |
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4 |
|a Big Data.
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| 650 |
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|a Capital Markets.
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| 650 |
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4 |
|a Financial Services.
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
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|t Springer Nature eBook
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| 776 |
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|i Printed edition:
|z 9783030712419
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| 776 |
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|i Printed edition:
|z 9783030712433
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| 776 |
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|i Printed edition:
|z 9783030712440
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| 830 |
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|a Contributions to Finance and Accounting,
|x 2730-6046
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| 856 |
4 |
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|u https://doi.org/10.1007/978-3-030-71242-6
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| 912 |
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|a ZDB-2-BUM
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| 912 |
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|a ZDB-2-SXBM
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| 950 |
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|a Business and Management (SpringerNature-41169)
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| 950 |
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|a Business and Management (R0) (SpringerNature-43719)
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