Book Details
Format
Paperback / Softback
Book Series
Contributions to Finance and Accounting
ISBN-10
3030712443
ISBN-13
9783030712440
Edition
2021 ed.
Publisher
Springer Nature Switzerland AG
Imprint
Springer Nature Switzerland AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 15th, 2022
Print length
350 Pages
Product Classification:
Investment & securitiesInvestment and securities
Ksh 16,200.00
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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 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.
Get Analysing Intraday Implied Volatility for Pricing Currency Options by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Nature Switzerland AG and it has pages.
