Analysing Intraday Implied Volatility for Pricing Currency Options is popular PDF and ePub book, written by Thi Le in 2021, it is a fantastic choice for those who relish reading online the Uncategoriezed genre. Let's immerse ourselves in this engaging Uncategoriezed book by exploring the summary and details provided below. Remember, Analysing Intraday Implied Volatility for Pricing Currency Options can be Read Online from any device for your convenience.
Analysing Intraday Implied Volatility for Pricing Currency Options Book PDF Summary
This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable intraday data supporting financial investment decisions across different assets classes and instruments consisting of commodities, derivatives, equities, fixed income and foreign exchange. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes frequency) currency options to capture traders' trading behaviour, (2) computing realised volatility based on 5-minute frequency currency price to obtain speculators' speculation attitude, (3) examining the ability of implied volatility to subsume market information through forecasting realised volatility and (4) evaluating the predictive power of implied volatility for pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.
Detail Book of Analysing Intraday Implied Volatility for Pricing Currency Options PDF
- Author : Thi Le
- Release : 21 September 2024
- Publisher : Unknown
- ISBN : 3030712435
- Genre : Uncategoriezed
- Total Page : 0 pages
- Language : English
- PDF File Size : 10,5 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Analysing Intraday Implied Volatility for Pricing Currency Options by Thi Le, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.