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Analysing Intraday Implied Volatility for Pricing Currency Options (Hardcover, 1st ed. 2021): Thi Le Analysing Intraday Implied Volatility for Pricing Currency Options (Hardcover, 1st ed. 2021)
Thi Le
R2,844 Discovery Miles 28 440 Ships in 10 - 15 working days

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.

Analysing Intraday Implied Volatility for Pricing Currency Options (Paperback, 1st ed. 2021): Thi Le Analysing Intraday Implied Volatility for Pricing Currency Options (Paperback, 1st ed. 2021)
Thi Le
R2,813 Discovery Miles 28 130 Ships in 10 - 15 working days

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.

The Nursery of Light - A song of love, of sacrifice, of effort, of hope and of belief (Paperback): Th? L? H?ng Le The Nursery of Light - A song of love, of sacrifice, of effort, of hope and of belief (Paperback)
Thị Lệ Hằng Le
R481 Discovery Miles 4 810 Ships in 10 - 15 working days
Mr. Duck (Paperback): Hiep Thi Le Mr. Duck (Paperback)
Hiep Thi Le; Contributions by Jill Powell
R333 Discovery Miles 3 330 Ships in 10 - 15 working days
Daughter of the Sea (Paperback): Hiep Thi Le Daughter of the Sea (Paperback)
Hiep Thi Le; Contributions by Jill Powell
R344 Discovery Miles 3 440 Ships in 10 - 15 working days
In Pursuit of Smile - Vietnamese Love Stories (Paperback): Vuon Thi Le In Pursuit of Smile - Vietnamese Love Stories (Paperback)
Vuon Thi Le
R288 Discovery Miles 2 880 Ships in 10 - 15 working days

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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