Analysing Intraday Implied Volatility for Pricing Currency Options free ebook download.

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Analysing Intraday Implied Volatility for Pricing Currency Options free ebook download

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Finances and Money

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Catalogue

Author(s):	Thi Le

Date:	2021-05-15	Format:	PDF	Language:	English	ISBN/ASIN:	3030712419
Pages:	353	OCR:		Quality:		ISBN13:
Uploader:	risotor	Upload Date:	4/15/2021 6:16:20 PM

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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.

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	Title	Link	Password	Size (MB)	Thank to	Inform Admin
2993774	Book	https://florenfile.com/44ne2sgo8i13/3030...		0.00	risotor

Tags: Analysing Currency Implied Intraday Options Pricing Volatility

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