Analysing Intraday Implied Volatility for Pricing Currency Options

Analysing Intraday Implied Volatility for Pricing Currency Options

ग्रंथसूची विवरण
मुख्य लेखक: Le, Thi (लेखक)
निगमित लेखक: SpringerLink (Online service)
सारांश:XXVIII, 350 p. 3 illus.
text
भाषा:अंग्रेज़ी
प्रकाशित: Cham : Springer International Publishing : Imprint: Springer, 2021.
संस्करण:1st ed. 2021.
श्रृंखला:Contributions to Finance and Accounting,
विषय:
Financial risk management.
Big data.
Capital market.
Financial services industry.
Risk Management.
Big Data.
Capital Markets.
Financial Services.
ऑनलाइन पहुंच:https://doi.org/10.1007/978-3-030-71242-6
स्वरूप: इलेक्ट्रोनिक पुस्तक
विषय - सूची:
  • 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.

समान संसाधन