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6 matches in All Departments
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. 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.
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. 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.
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Mr. Duck (Paperback)
Hiep Thi Le; Contributions by Jill Powell
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R333
Discovery Miles 3 330
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Ships in 10 - 15 working days
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Dear readers, In Pursuit of Smile - Vietnamese Love Stories
(published by Thegioi Publishers in Vietnam in 2011, and reedited
in 2012) is a compilation of short stories by Vietnamese famous
writers who have won specific awards in literature and film; for
instance, Tu Ngoc Nguyen who won the ASIAN LITERATURE AWARD 2008
with the work THE BOUNDLESS FIELD and Minh Nguyet Suong, who won
the title "GOLDEN WRITER" of the Police Magazine Literature
1998-2011 and others with the story 13 LANDING POSTS which was
filmed and won the award of GOLDEN LOTUS in the 16th National Film
Festival 2009... Nine short stories in this compilation have their
own features but there is one thing linking them: LOVE. With the
wonderful talent in painting beautiful word pictures, our writers
will take you on a TOUR OF LOVE OF VIETNAMESE PEOPLE through the
war time to present. I hope that these stories will contribute more
love to the world from Vietnam and they will make good impression
on you. Thanks for your attention, Vuon Thi Le
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