Testing the forecasting ability of implied volatility of OTC currency pair using trading strategies.

This paper evaluates the forecasting ability of implied volatility of OCT dollar-yen options by applying a devised trading strategy.

Bibliographic Details
Main Authors:	Cheng, Alvin Beng Kiat., Chua, Chin Tong., Zheng, Ru.
Other Authors:	Zhang, Shaojun
Format:	Thesis
Language:	English
Published:	2008
Subjects:	DRNTU::Business::Finance::Options
Online Access:	http://hdl.handle.net/10356/7135

Internet

http://hdl.handle.net/10356/7135