Currency Options and Exchange Rate Economics
Author | : Zhaohui Chen |
Publisher | : World Scientific |
Total Pages | : 224 |
Release | : 1998 |
ISBN-10 | : 9810226195 |
ISBN-13 | : 9789810226190 |
Rating | : 4/5 (95 Downloads) |
Download or read book Currency Options and Exchange Rate Economics written by Zhaohui Chen and published by World Scientific. This book was released on 1998 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.