Please use this identifier to cite or link to this item:
https://hdl.handle.net/10356/7135
Title: | Testing the forecasting ability of implied volatility of OTC currency pair using trading strategies. | Authors: | Cheng, Alvin Beng Kiat. Chua, Chin Tong. Zheng, Ru. |
Keywords: | DRNTU::Business::Finance::Options | Issue Date: | 2002 | Abstract: | This paper evaluates the forecasting ability of implied volatility of OCT dollar-yen options by applying a devised trading strategy. | URI: | http://hdl.handle.net/10356/7135 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
Appears in Collections: | NBS Theses |
Files in This Item:
File | Description | Size | Format | |
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NBS-THESES_100.pdf Restricted Access | 1.91 MB | Adobe PDF | View/Open |
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