{"product_id":"9783030712419","title":"Contributions to Finance and Accounting","description":"\u003ch1\u003eContributions to Finance and Accounting\u003c\/h1\u003e \u003ch2\u003eLe, Thi\u003c\/h2\u003e \u003cp\u003eThis 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. \u003c\/p\u003e\u003cdiv\u003e\u003cbr\u003e\u003c\/div\u003e\u003cdiv\u003eThis 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 volatilityfor pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.\u003c\/div\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2021-04-14\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783030712419\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-030-71242-6\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 350\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":47529952641164,"sku":"9783030712419","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783030712419.jpg?v=1776045800","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783030712419","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}