Currency Options and Exchange Rate Economics - Hardcover

9789810226190: Currency Options and Exchange Rate Economics

Hardcover

ISBN 10: 9810226195 ISBN 13: 9789810226190

Publisher: World Scientific Publishing Co Pte Ltd, 1998

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.

"synopsis" may belong to another edition of this title.

Synopsis

This book is intended to be, first of all, a complete collection of empirical studies on currency options and their implications on issues of exchange rate economics, such as exchange rate risk premiums, volatility, market expectations and credibility of exchange rate regimes. It contains presentations of both original classical works in this field and most recent research work. The subjects are presented in a coherent user-friendly book format.

"About this title" may belong to another edition of this title.