Wow! eBook
Currency Options and Exchange Rate Economics
Author(s): Zhaohui Chen
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication Date: 1 Jun. 1998
- Language: English
- Print length: 220 pages
- ISBN-10: 9810226195
- ISBN-13: 9789810226190
Book Description
This volume is a collection of classical and recent empirical studies of currency options and their implications for issues of exchange rate economics, such as exchange rate risk premium, volatility, market expectations, and credibility of exchange rate regimes. It contains applications on how to extract useful information from option market data for financial forecasting policy purposes. The subjects are discussed in a self-contained, user-friendly format, with introductory chapters on currency option theory and currency option markets.The book can be used as supplementary reading for graduate finance and international economics courses, as training material for central bank and regulatory authorities, or as a reference book for financial analysts.
