Titlebook: Analysing Intraday Implied Volatility for Pricing Currency Options; Thi Le Book 2021 The Editor(s) (if applicable) and The Author(s), unde

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Conclusion of Thesis,iscussed in this chapter to conclude the thesis. The empirical findings in Chap. . based on the analysis (a) IV forecast RV for the underlying currency of options for the within-week horizon, (b) IV forecast RV for the underlying currency of options for the 1-week horizon, and (c) IV forecast RV for

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Thi LeExplains how to handle big data in trading.Discusses the role of data analytics in capital markets?.Includes sample high-frequency datasets

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Contributions to Finance and Accountinghttp://image.papertrans.cn/a/image/156017.jpg

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https://doi.org/10.1007/978-3-030-71242-6Pricing; Capital Markets; Currency; Exchange Rate; Trading

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Digital Communication and Learningrd or futures contracts but use as a more versatile financial derivative. It can offer the opportunities and advantages to those seeking protection from financial distress resulting from the movement of foreign exchange (FX) rate. Over the past four decades, the currency options employ as a hedging

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Belén Fernández-García,ángel Valencia Sáizo (a) estimate the IV based on the ATM price of call and put options with 1-, 2-, and 3-month maturity during the opening, midday, and closing period of a trading day, (b) estimate the RV for the underlying currency of options and using it as the proxy for the actual foreign exchange volatility, and