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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Analysing intraday implied volatility for pricing currency options. - Cham, Switzerland : Springer, 2021. - xxviii, 350 Seiten

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