| 000 | 02544nam a22003135i 4500 | ||
|---|---|---|---|
| 001 | 239100 | ||
| 003 | ES-VaUE | ||
| 005 | 20240306114259.0 | ||
| 007 | cr nn 008mamaa | ||
| 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 |
||