Analysing Intraday Implied Volatility for Pricing Currency Options (Paperback)
Chapter 1. Introduction of Thesis.- Chapter 2. Literature Review.- Chapter 3. Methodology and Data.- Chapter 4. Implied Volatility Forecasting Realized Volatility.- Chapter 5. Implied Volatility Estimating Currency Options Price.- Chapter 6. Conclusion of Thesis.
Dr. Thi Le is a Research Associate at Murdoch University, Australia. She served both industries and academia with ten years of teaching experiences in Finance and Accounting and working experiences in several industry projects. Her research interests include derivatives, financial forecasting, fintech, supply chain, and accounting framework. She has published many research papers in prominent international journals, conferences and received a number of industry grants.