Analysing Intraday Implied Volatility for Pricing Currency Options
| 主要作者: | |
|---|---|
| 企业作者: | |
| 总结: | XXVIII, 350 p. 3 illus. text |
| 语言: | 英语 |
| 出版: |
Cham :
Springer International Publishing : Imprint: Springer,
2021.
|
| 版: | 1st ed. 2021. |
| 丛编: | Contributions to Finance and Accounting,
|
| 主题: | |
| 在线阅读: | https://doi.org/10.1007/978-3-030-71242-6 |
| 格式: | 电子 图书 |
书本目录:
- 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.