Implied volatility forecasting in the options market: a survey
Implied volatility is regarded as one of the most important variables for determining profitability in options trading. Implied volatility gives indication about the future volatility of the underlying asset and can be used to predict the degree to which the asset price might swing and thus whether...
Main Author: | Mohamad, Azhar |
---|---|
Format: | Article |
Language: | English |
Published: |
Penerbit UTM Press
2016
|
Subjects: | |
Online Access: | http://irep.iium.edu.my/50540/ http://irep.iium.edu.my/50540/ http://irep.iium.edu.my/50540/1/Implied_Volatility_-_Published_in_Sains_Humanika.pdf |
Similar Items
-
Implied volatility and contagion in the options market
by: Prima Sakti, Muhammad Rizky, et al.
Published: (2014) -
An empirical test of implied volatility in Singaporean structured warrants
by: Samsudin, Najmi Ismail Murad, et al.
Published: (2018) -
Asset pricing in developed and emerging markets:a survey
by: Mohamad, Azhar, et al.
Published: (2016) -
Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014) -
Circuit breakers as market stability levers: a survey of research, praxis, and challenges
by: Sifat, Imtiaz Mohammad, et al.
Published: (2018)