Titlebook: Analysing Intraday Implied Volatility for Pricing Currency Options; Thi Le Book 2021 The Editor(s) (if applicable) and The Author(s), unde

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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

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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

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nepotism

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

認識

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