Analysing intraday implied volatility for pricing currency options / Thi Le.

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...

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Bibliographic Details
Main Author: Le, Thi (Thi Ngoc Quynh) (Author)
Format: eBook
Language:English
Published: Cham : Springer, [2021]
Series:Contributions to finance and accounting.
Subjects:
Online Access:Click for online access