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 ...
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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 volatilityfor pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.
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Add this copy of Analysing Intraday Implied Volatility for Pricing to cart. $112.32, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2022 by Springer Nature Switzerland AG.
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New. Print on demand Contains: Illustrations, black & white. Contributions to Finance and Accounting . XXVIII, 350 p. 3 illus. Intended for professional and scholarly audience.
Add this copy of Analysing Intraday Implied Volatility for Pricing to cart. $112.32, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2021 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
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New. Print on demand Sewn binding. Cloth over boards. 350 p. Contains: Unspecified, Illustrations, black & white. Contributions to Finance and Accounting.
Add this copy of Analysing Intraday Implied Volatility for Pricing to cart. $121.15, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2022 by Springer Nature Switzerland AG.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Contains: Illustrations, black & white. Contributions to Finance and Accounting . XXVIII, 350 p. 3 illus. Intended for professional and scholarly audience.
Add this copy of Analysing Intraday Implied Volatility for Pricing to cart. $121.62, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2021 by Springer.
