001436001 000__ 03525cam\a2200577\i\4500
001436001 001__ 1436001
001436001 003__ OCoLC
001436001 005__ 20230309004004.0
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001436001 007__ cr\un\nnnunnun
001436001 008__ 210425s2021\\\\sz\\\\\\ob\\\\000\0\eng\d
001436001 019__ $$a1247676999$$a1258401638$$a1259278393
001436001 020__ $$a9783030712426$$q(electronic bk.)
001436001 020__ $$a3030712427$$q(electronic bk.)
001436001 020__ $$z9783030712419
001436001 020__ $$z3030712419
001436001 0247_ $$a10.1007/978-3-030-71242-6$$2doi
001436001 035__ $$aSP(OCoLC)1247677345
001436001 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dGW5XE$$dOCLCO$$dEBLCP$$dN$T$$dOCLCF$$dUKAHL$$dMUU$$dVT2$$dOCLCO$$dOCLCQ$$dMNU$$dOCLCQ
001436001 049__ $$aISEA
001436001 050_4 $$aHG3853
001436001 08204 $$a332.4/5$$223
001436001 1001_ $$aLe, Thi$$q(Thi Ngoc Quynh),$$eauthor.
001436001 24510 $$aAnalysing intraday implied volatility for pricing currency options /$$cThi Le.
001436001 264_1 $$aCham :$$bSpringer,$$c[2021]
001436001 300__ $$a1 online resource
001436001 336__ $$atext$$btxt$$2rdacontent
001436001 337__ $$acomputer$$bc$$2rdamedia
001436001 338__ $$aonline resource$$bcr$$2rdacarrier
001436001 4901_ $$aContributions to finance and accounting,$$x2730-6038
001436001 500__ $$aOriginally presented as the author's thesis (Ph. D.)--Murdoch Business School, Murdoch University.
001436001 504__ $$aIncludes bibliographical references.
001436001 5050_ $$aChapter 1. Introduction of Thesis -- Chapter 2. Literature Review -- Chapter 3. Methodology and Data -- Chapter 4. Implied Volatility Forecasting Realized Volatility -- Chapter 5. Implied Volatility Estimating Currency Options Price -- Chapter 6. Conclusion of Thesis.
001436001 506__ $$aAccess limited to authorized users.
001436001 520__ $$aThis 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.
001436001 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed April 27, 2021).
001436001 650_0 $$aForeign exchange options.
001436001 650_0 $$aOptions (Finance)$$xPrices.
001436001 650_0 $$aFinancial risk management.
001436001 650_6 $$aOption de change.
001436001 650_6 $$aOptions (Finances)$$xPrix.
001436001 650_6 $$aFinances$$xGestion du risque.
001436001 655_0 $$aElectronic books.
001436001 77608 $$iPrint version:$$z3030712419$$z9783030712419$$w(OCoLC)1237631229
001436001 830_0 $$aContributions to finance and accounting.$$x2730-6038
001436001 852__ $$bebk
001436001 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-71242-6$$zOnline Access$$91397441.1
001436001 909CO $$ooai:library.usi.edu:1436001$$pGLOBAL_SET
001436001 980__ $$aBIB
001436001 980__ $$aEBOOK
001436001 982__ $$aEbook
001436001 983__ $$aOnline
001436001 994__ $$a92$$bISE