Essays in foreign currency options markets

Authored book


Hoque, Ariful. 2010. Essays in foreign currency options markets. Saarbrücken, Germany. VDM Verlag Dr. Muller.
Book Title

Essays in foreign currency options markets

Book CategoryAuthored book
ERA Publisher ID3717
Authors
AuthorHoque, Ariful
Number of Pages200
Year2010
PublisherVDM Verlag Dr. Muller
Place of PublicationSaarbrücken, Germany
ISBN9783639299571
Web Address (URL)http://www.vdm-publishing.com/
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.

Keywordsforeign currency options; markets
ANZSRC Field of Research 2020350202. Finance
Public Notes

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Byline AffiliationsSchool of Accounting, Economics and Finance
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