Essays in foreign currency options markets

Hoque, Ariful (2010) Essays in foreign currency options markets. VDM Verlag Dr Muller, Saarbrücken, Germany. ISBN 978-3-639-29957-1

Abstract

This book includes the materials from author’s PhD thesis. In the past three decades, the use of foreign currency options has increased exponentially as a hedging tool and for speculative purposes into a major foreign exchange activity. Increased use of foreign currency options is a reflection of the explosive growth in the use of other kinds of options. It leads a major concern about the improvements in pricing currency options in the 24-hour-a-day basis foreign exchange market. In order to ensure that options are correctly priced, the options market needs to be efficient. This book, therefore, provides a systematic analysis of the key issues currency options pricing and its market efficiency. The contemporary market microstructure concept has also been employed with the traditional approach to address these challenging critical problems in the volatile financial market. The analysis should help the global financial communities including the researchers, financial mangers of multinational enterprise, foreign exchange traders and investors.


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Item Type: Book (Commonwealth Reporting Category A)
Refereed: No
Item Status: Live Archive
Additional Information: Awaiting document from author 20/10/2010.
Depositing User: Dr Ariful Hoque
Faculty / Department / School: Historic - Faculty of Business - School of Accounting, Economics and Finance
Date Deposited: 24 Oct 2010 06:50
Last Modified: 03 Jul 2013 00:03
Uncontrolled Keywords: foreign currency options; markets
Fields of Research (FOR2008): 15 Commerce, Management, Tourism and Services > 1502 Banking, Finance and Investment > 150201 Finance
URI: http://eprints.usq.edu.au/id/eprint/8771

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