Analysing Intraday Implied Volatility for Pricing Currency Options

by Thi Le

Chapter 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.

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Year of publication:	2021 ; 1st ed. 2021.
Authors:	Le, Thi
Publisher:	2021.: Cham : Springer International Publishing 2021.: Cham : Imprint: Springer
Subject:	Aktienmarkt \| Stock market \| Devisenoption \| Currency option \| Volatilität \| Volatility

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Extent:	1 Online-Ressource (XXVIII, 350 p. 3 illus.)
Series:	Contributions to Finance and Accounting Springer eBook Collection
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-030-71242-6 ; 978-3-030-71241-9 ; 978-3-030-71243-3 ; 978-3-030-71244-0
Other identifiers:	10.1007/978-3-030-71242-6 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012508395