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Currency Options and Exchange Rate Economics

Currency Options and Exchange Rate Economics

Hardcover

EconomicsInvesting & Finance

Currently unavailable to order

ISBN10: 9810226195
ISBN13: 9789810226190
Publisher: World Scientific Pub Co Inc
Published: Apr 22 1998
Pages: 220
Language: English
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets.The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts.

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Economics