Analysing Intraday Implied Volatility for Pricing Currency Options
| Main Author: | |
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| Corporate Author: | |
| Summary: | XXVIII, 350 p. 3 illus. text |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
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| Edition: | 1st ed. 2021. |
| Series: | Contributions to Finance and Accounting,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-030-71242-6 |
| Format: | Electronic Book |
Table of Contents:
- 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.