| 期刊全称 | Analysing Intraday Implied Volatility for Pricing Currency Options | | 影响因子2023 | Thi Le | | 视频video | | | 发行地址 | Explains how to handle big data in trading.Discusses the role of data analytics in capital markets?.Includes sample high-frequency datasets | | 学科分类 | Contributions to Finance and Accounting | | 图书封面 |  | | 影响因子 | This 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 volatilityfor pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.. | | Pindex | Book 2021 |
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发表于 2025-3-21 17:48:25
