標(biāo)題: Titlebook: Analysing Intraday Implied Volatility for Pricing Currency Options; Thi Le Book 2021 The Editor(s) (if applicable) and The Author(s), unde [打印本頁] 作者: Baleful 時間: 2025-3-21 17:48
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書目名稱Analysing Intraday Implied Volatility for Pricing Currency Options讀者反饋學(xué)科排名
作者: cajole 時間: 2025-3-22 00:02 作者: 影響帶來 時間: 2025-3-22 04:05
Magdalena Musia?-Karg,óscar G. Luengoicing currency options, respectively. The findings indicated that the 2-month maturity IV from early of a week (Monday or Tuesday) and 1-month maturity IV from later of a week (Thursday) in the closing trading period contain relevant information to calculate the value of currency options for the wit作者: 雪崩 時間: 2025-3-22 07:59 作者: 沒有準(zhǔn)備 時間: 2025-3-22 12:23 作者: 培養(yǎng) 時間: 2025-3-22 15:38 作者: 思考 時間: 2025-3-22 21:01
Literature Review, performance of intraday IV is evaluated through forecasting RV. Third, this study investigates the literature, and no significant research has been found on the IV for pricing options. However, the IV is widely accepted in the literature that the information content embedded in IV is vital to forec作者: 看法等 時間: 2025-3-23 00:01 作者: nepotism 時間: 2025-3-23 04:22
Conclusion of Thesis,ital information about the future volatility of the underlying currency and pricing currency options. Second, IV incorporates all information is not relevant to compute the value of currency options for less than a week estimate horizon. Third, IV of the closing period on Monday and Tuesday subsumes作者: 認(rèn)識 時間: 2025-3-23 06:29
2730-6038 his 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 i作者: CURL 時間: 2025-3-23 11:08 作者: Fortify 時間: 2025-3-23 17:32
Belén Fernández-García,ángel Valencia Sáizricing model, and (b) compare the CMOD and PMOD with the call and put options market price, respectively, evaluating the performance of IV to estimate the price of currency options for the within-week, 1-week, and 1-month estimate horizon. Finally, the details of the data are described in this chapter.作者: 分發(fā) 時間: 2025-3-23 20:53 作者: CLAN 時間: 2025-3-23 22:16
Introduction of Thesis,(OTC) options are allowed for customisation of the terms of the options contract for contract size, strike price, and date of maturity. This chapter discusses currency options’ mechanics, development of currency options market, research objectives and hypotheses, and thesis structure.作者: 激怒某人 時間: 2025-3-24 04:58
Methodology and Data,ricing model, and (b) compare the CMOD and PMOD with the call and put options market price, respectively, evaluating the performance of IV to estimate the price of currency options for the within-week, 1-week, and 1-month estimate horizon. Finally, the details of the data are described in this chapter.作者: endarterectomy 時間: 2025-3-24 07:46 作者: vasculitis 時間: 2025-3-24 11:36
Book 2021 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, equiti作者: 館長 時間: 2025-3-24 17:20
Introduction of Thesis,rd 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 作者: Glower 時間: 2025-3-24 21:55
Literature Review,erature. This study involves a rigorous literature review to identify the research gaps and discover the potential of intraday IV to forecast volatility of foreign exchange and pricing currency options. First, the literature review focuses on the performance of IV to forecast volatility of the stock作者: 棲息地 時間: 2025-3-25 01:21
Methodology and Data,o (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作者: senile-dementia 時間: 2025-3-25 04:37 作者: 炸壞 時間: 2025-3-25 09:44 作者: 清唱劇 時間: 2025-3-25 12:19
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作者: sinoatrial-node 時間: 2025-3-25 19:16
Thi LeExplains how to handle big data in trading.Discusses the role of data analytics in capital markets?.Includes sample high-frequency datasets作者: ETHER 時間: 2025-3-25 21:40
Contributions to Finance and Accountinghttp://image.papertrans.cn/a/image/156017.jpg作者: 身體萌芽 時間: 2025-3-26 03:37
https://doi.org/10.1007/978-3-030-71242-6Pricing; Capital Markets; Currency; Exchange Rate; Trading作者: Apogee 時間: 2025-3-26 04:42 作者: 寬容 時間: 2025-3-26 10:49
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 作者: 高談闊論 時間: 2025-3-26 15:33 作者: 遠(yuǎn)地點(diǎn) 時間: 2025-3-26 18:31
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作者: 梯田 時間: 2025-3-26 22:22 作者: inflame 時間: 2025-3-27 03:29 作者: 拒絕 時間: 2025-3-27 08:31
Magdalena Musia?-Karg,óscar G. Luengoiscussed 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作者: Cardiac 時間: 2025-3-27 12:13
Analysing Intraday Implied Volatility for Pricing Currency Options978-3-030-71242-6Series ISSN 2730-6038 Series E-ISSN 2730-6046 作者: CLOWN 時間: 2025-3-27 17:05
10樓作者: 吝嗇性 時間: 2025-3-27 19:43
10樓作者: 越自我 時間: 2025-3-27 22:58
10樓作者: 性冷淡 時間: 2025-3-28 04:56
10樓
