Download the fantastic book titled Currency Options and Exchange Rate Economics written by Zhaohui Chen, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Currency Options and Exchange Rate Economics", which was released on 21 April 1998. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Business & Economics genre.
Summary of Currency Options and Exchange Rate Economics by Zhaohui Chen PDF
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets. The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts. Contents:Learning from Currency Option Markets: An Overview (Z-H Chen)An Introduction to Option Pricing Theory (P G Zhang)An Introduction to Currency Option Markets (A M Malz)The Implied Volatility in Prices of Foreign Currency Options (L O Scott)Learning from the Term Structure of Implied Volatility in Foreign Exchange Options (J M Campa & P H K Chang)Options and the Currency Risk Premium (R K Lyons)Option Prices and the Probability Distribution of Exchange Rates (A M Malz)The ERM Realignment Probabilities: Estimates Using Option Prices (A M Malz)Options on Exchange Rates in Target Zones (J M Campa & P H K Chang)Inferring Market Expectations Using Currency Option Price and Volume Data (Z-H Chen & C A E Goodhart) Readership: Graduate students in economics & finance, academic researchers, central bank staff and private industry financiers. keywords:
Detail About Currency Options and Exchange Rate Economics PDF
- Author : Zhaohui Chen
- Publisher : World Scientific
- Genre : Business & Economics
- Total Pages : 220 pages
- ISBN : 9814499161
- Release Date : 21 April 1998
- PDF File Size : 10,5 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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