عنوان

Currency options and exchange rate economics /

(Number (ISBN

9789812812551

(Number (ISBN

9812812555

Erroneous ISBN

9789810226190

Erroneous ISBN

9810226195

Title Proper

Currency options and exchange rate economics /

General Material Designation

[Book]

First Statement of Responsibility

editor, Zhaohui Chen.

Place of Publication, Distribution, etc.

River Edge, N.J. :

Name of Publisher, Distributor, etc.

World Scientific,

Date of Publication, Distribution, etc.

©1998.

Specific Material Designation and Extent of Item

1 online resource (x, 206 pages) :

Other Physical Details

illustrations

Text of Note

Includes bibliographical references and index.

Text of Note

1. Learning from Currency Option Markets: An Overview / Zhaohui Chen -- 2. An Introduction to Option Pricing Theory / Peter G. Zhang -- 3. An Introduction to Currency Option Markets / Allan M. Malz -- 4. The Implied Volatility in Prices of Foreign Currency Options / Louis O. Scott -- 5. Learning from the Term Structure of Implied Volatility in Foreign Exchange Options / Jose Manuel Campa and P.H. Kevin Chang -- 6. Options and the Currency Risk Premium / Richard K. Lyons -- 7. Option Prices and the Probability Distribution of Exchange Rates / Allan M. Malz -- 8. The ERM Realignment Probabilities: Estimates Using Option Prices / Allan M. Malz -- 9. Options on Exchange Rates in Target Zones / Jose Manuel Campa and P.H. Kevin Chang -- 10. Inferring Market Expectations Using Currency Option Price and Volume Data / Zhaohui Chen and Charles A.E. Goodhart.

0

Text of Note

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.

Title

Currency options and exchange rate economics.

International Standard Book Number

9810226195

Foreign exchange rates.

Options (Finance)

BUSINESS & ECONOMICS-- Investments & Securities-- General.

Foreign exchange rates.

Options (Finance)

BUS-- 036000

Number

Edition

Class number

Book number

Chen, Zhaohui,1963-

Date of Transaction

20200823221232.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y