Hoque, Ariful (2010) Essays in foreign currency options markets. VDM Verlag Dr Muller, Saarbrücken, Germany. ISBN 978-3-639-29957-1
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Official URL: http://www.vdm-publishing.com/
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.
|Item Type:||Book (Commonwealth Reporting Category A)|
|Additional Information:||Awaiting document from author 20/10/2010.|
|Uncontrolled Keywords:||foreign currency options; markets|
|Fields of Research (FOR2008):||15 Commerce, Management, Tourism and Services > 1502 Banking, Finance and Investment > 150201 Finance|
|Socio-Economic Objective (SEO2008):||UNSPECIFIED|
|Deposited On:||24 Oct 2010 16:50|
|Last Modified:||28 Oct 2011 17:47|
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