Bookcover of Essays in Foreign Currency Options Markets
Booktitle:

Essays in Foreign Currency Options Markets

Pricing Currency Options

VDM Verlag Dr. Müller (2010-10-03 )

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ISBN-13:

978-3-639-29957-1

ISBN-10:
3639299574
EAN:
9783639299571
Book language:
English
Blurb/Shorttext:
This book includes the materials from author's PhD thesis. In the past three decades, the use of foreign currency options has increased exponentially as a hedging tool and for speculative purposes into a major foreign exchange activity. Increased use of foreign currency options is a reflection of the explosive growth in the use of other kinds of options. It leads a major concern about the improvements in pricing currency options in the 24- hour-a-day basis foreign exchange market. In order to ensure that options are correctly priced, the options market needs to be efficient. This book, therefore, provides a systematic analysis of the key issues currency options pricing and its market efficiency. The contemporary market microstructure concept has also been employed with the traditional approach to address these challenging critical problems in the volatile financial market. The analysis should help the global financial communities including the researchers, financial mangers of multinational enterprise, foreign exchange traders and investors.
Publishing house:
VDM Verlag Dr. Müller
Website:
http://www.vdm-verlag.de
By (author) :
Ariful Hoque
Number of pages:
208
Published on:
2010-10-03
Stock:
Available
Category:
International economy
Price:
79.00 €
Keywords:
currency options pricing, Market Efficiency, Realized volatility, Implied volatility, GARCH

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