Related Books

Analysing Intraday Implied Volatility for Pricing Currency Options
Language: en
Pages: 0
Authors: Thi Le
Categories:
Type: BOOK - Published: 2021 - Publisher:

DOWNLOAD EBOOK

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain
Analysing Intraday Implied Volatility for Pricing Currency Options
Language: en
Pages: 350
Authors: Thi Le
Categories: Business & Economics
Type: BOOK - Published: 2021-04-13 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain
Foreign Exchange Option Pricing
Language: en
Pages: 308
Authors: Iain J. Clark
Categories: Business & Economics
Type: BOOK - Published: 2011-10-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedg
FX Option Performance
Language: en
Pages: 264
Authors: Jessica James
Categories: Business & Economics
Type: BOOK - Published: 2015-04-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Get the little known – yet crucial – facts about FX options Daily turnover in FX options is an estimated U.S. $ 207 billion, but many fundamental facts abou
Central Bank Participation in Currency Options Markets
Language: en
Pages: 41
Authors: Mr.Peter Breuer
Categories: Business & Economics
Type: BOOK - Published: 1999-10-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

This paper analyzes whether and how central banks can use currency options to lower exchange rate volatility and maintain (implicit) target zones in foreign exc