Analysing Intraday Implied Volatility for Pricing Currency Options
| Prif Awdur: | |
|---|---|
| Awdur Corfforaethol: | |
| Crynodeb: | XXVIII, 350 p. 3 illus. text |
| Iaith: | Saesneg |
| Cyhoeddwyd: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
|
| Rhifyn: | 1st ed. 2021. |
| Cyfres: | Contributions to Finance and Accounting,
|
| Pynciau: | |
| Mynediad Ar-lein: | https://doi.org/10.1007/978-3-030-71242-6 |
| Fformat: | Electronig Llyfr |
Tabl Cynhwysion:
- 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.