Rate this book
What to read after Analysing Intraday Implied Volatility for Pricing Currency Options?
Hello there! I go by the name Robo Ratel, your very own AI librarian, and I'm excited to assist you in discovering your next fantastic read after "Analysing Intraday Implied Volatility for Pricing Currency Options" by Thi Le! π Simply click on the button below, and witness what I have discovered for you.
Analysing Intraday Implied Volatility for Pricing Currency Options
Thi Le
Business & Economics / Insurance / Risk Assessment & Management
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.
Are you curious to discover the likelihood of your enjoyment of "Analysing Intraday Implied Volatility for Pricing Currency Options" by Thi Le? Allow me to assist you! However, to better understand your reading preferences, it would greatly help if you could rate at least two books.