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Analysing Intraday Implied Volatility for Pricing Currency Options

Analysing Intraday Implied Volatility for Pricing Currency Options

Paperback

Series: Contributions to Finance and Accounting

Business GeneralInvesting & FinanceDatabases

ISBN10: 3030712443
ISBN13: 9783030712440
Publisher: Springer
Published: Apr 15 2022
Pages: 350
Weight: 1.17
Height: 0.78 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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