000 02544nam a22003135i 4500
001 239100
003 ES-VaUE
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008 210413s2021 sz | o |||| 0|eng d
020 _a9783030712426
024 7 _a10.1007/978-3-030-71242-6
_2doi
040 _aES-VaU
_bspa
_cES-VaU
_dES-VaU
050 4 _aHD61
_b2021 EB
100 1 _aLe, Thi.
_eautor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 0 0 _aAnalysing Intraday Implied Volatility for Pricing Currency Options
_cby Thi Le
250 _a1st ed. 2021.
264 1 _aCham
_c2021
_bSpringer International Publishing
300 _a1 recurso en línea
336 _atexto
_btxt
_2rdacontent
337 _aelectrónico
_bc
_2rdamedia
338 _arecurso electrónico
_bcr
_2rdacarrier
490 0 _aContributions to Finance and Accounting
_x2730-6046
505 0 _aChapter 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.
520 _aThis 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.
856 4 0 _uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://doi.org/10.1007/978-3-030-71242-6
_zAcceso a este recurso digital (usuarios Universidad Europea de Valencia)
942 _2lcc
_cLE
988 _aSpringer_Business_2021
999 _c239100
_d239100