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Analysing Intraday Implied Volatility for Pricing Currency Options

Analysing Intraday Implied Volatility for Pricing Currency Options

Hardcover

Series: Contributions to Finance and Accounting

Business GeneralInvesting & FinanceDatabases

ISBN10: 3030712419
ISBN13: 9783030712419
Publisher: Springer
Published: Apr 14 2021
Pages: 350
Weight: 1.56
Height: 0.88 Width: 6.14 Depth: 9.21
Language: English
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.

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