Analysing Intraday Implied Volatility for Pricing Currency Options
| Autor principal: | |
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| Autor corporatiu: | |
| Sumari: | XXVIII, 350 p. 3 illus. text |
| Idioma: | anglès |
| Publicat: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
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| Edició: | 1st ed. 2021. |
| Col·lecció: | Contributions to Finance and Accounting,
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| Matèries: | |
| Accés en línia: | https://doi.org/10.1007/978-3-030-71242-6 |
| Format: | Electrònic Llibre |
Taula de continguts:
- 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.