senile-dementia 发表于 2025-3-25 04:37:33

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炸坏 发表于 2025-3-25 09:44:22

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清唱剧 发表于 2025-3-25 12:19:08

Conclusion of Thesis,iscussed in this chapter to conclude the thesis. The empirical findings in Chap. . based on the analysis (a) IV forecast RV for the underlying currency of options for the within-week horizon, (b) IV forecast RV for the underlying currency of options for the 1-week horizon, and (c) IV forecast RV for

sinoatrial-node 发表于 2025-3-25 19:16:12

Thi LeExplains how to handle big data in trading.Discusses the role of data analytics in capital markets?.Includes sample high-frequency datasets

ETHER 发表于 2025-3-25 21:40:11

Contributions to Finance and Accountinghttp://image.papertrans.cn/a/image/156017.jpg

身体萌芽 发表于 2025-3-26 03:37:39

https://doi.org/10.1007/978-3-030-71242-6Pricing; Capital Markets; Currency; Exchange Rate; Trading

Apogee 发表于 2025-3-26 04:42:18

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宽容 发表于 2025-3-26 10:49:02

Digital Communication and Learningrd or futures contracts but use as a more versatile financial derivative. It can offer the opportunities and advantages to those seeking protection from financial distress resulting from the movement of foreign exchange (FX) rate. Over the past four decades, the currency options employ as a hedging

高谈阔论 发表于 2025-3-26 15:33:24

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远地点 发表于 2025-3-26 18:31:29

Belén Fernández-García,Ángel Valencia Sáizo (a) estimate the IV based on the ATM price of call and put options with 1-, 2-, and 3-month maturity during the opening, midday, and closing period of a trading day, (b) estimate the RV for the underlying currency of options and using it as the proxy for the actual foreign exchange volatility, and
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查看完整版本: Titlebook: Analysing Intraday Implied Volatility for Pricing Currency Options; Thi Le Book 2021 The Editor(s) (if applicable) and The Author(s), unde