Analysing Intraday Implied Volatility for Pricing Currency Options
Analysing Intraday Implied Volatility for Pricing Currency Options
(Contributions to Finance and Accounting)
by Thi Le
English | 2021 | ISBN: 3030712419 | 467 Pages | PDF EPUB | 9 MB
(Contributions to Finance and Accounting)
by Thi Le
English | 2021 | ISBN: 3030712419 | 467 Pages | PDF EPUB | 9 MB
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.