Analysing Intraday Implied Volatility for Pricing Currency Options
| 第一著者: | |
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| 団体著者: | |
| 要約: | XXVIII, 350 p. 3 illus. text |
| 言語: | 英語 |
| 出版事項: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
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| 版: | 1st ed. 2021. |
| シリーズ: | Contributions to Finance and Accounting,
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| 主題: | |
| オンライン･アクセス: | https://doi.org/10.1007/978-3-030-71242-6 |
| フォーマット: | 電子媒体 図書 |
目次:
- 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.