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
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

Files in This Item:
File Description SizeFormat 
NBS-THESES_100.pdf
  Restricted Access
1.91 MBAdobe PDFView/Open

Page view(s) 20

259
checked on Sep 28, 2020

Google ScholarTM

Check

Items in DR-NTU are protected by copyright, with all rights reserved, unless otherwise indicated.