This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable intraday data supporting financial investment decisions across different assets classes and instruments consisting of commodities, derivatives, equities, fixed income and foreign exchange. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes frequency) currency options to capture traders' trading behaviour, (2) computing realised volatility based on 5-minute frequency currency price to obtain speculators' speculation attitude, (3) examining the ability of implied volatility to subsume market information through forecasting realised volatility and (4) evaluating the predictive power of implied volatility for pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.
Chris Thile's amazing talent is evident in this entertaining collection of 13 original note-for-note transcribtions of mandolin solos featured on the sensational Sugar Hill CD Stealing Second. Written in notation and tablature. Track #14 is not on CD.
An unforgettable voyage... Memoir of an 8-year old "boat person" who flees post-war communist Vietnam in search of a father and brother rumored to have escaped to the West. Braving sea storms and pirates in a overloaded fishing boat, Hiep and her younger sister are rescued by British sailors and interned in a series of horrific Hong Kong refugee camps. Surviving by their wits, these displaced children of the sea create their own primitive society amid the dispirited and desperate adults awaiting sponsors in the U.S. Finally settling in California, Hiep's family is reunited only to confront the promise and perils of modern America. Especially meaningful to young readers struggling to find their own identities, Daughter of the Sea depicts an epic, extraordinary journey from East to West, from childhood lost to premature adulthood and the rebirth of a most remarkable young woman. Young Adult Fiction.
In 1978, six Vietnamese refugees were pulled from the sea just off California. In San Diego, a little girl's matter-of-fact innocence masks the ghostly traumas that still haunt her: the cataclysm that engulfed her homeland; the memory of a brother who drowned; the heartbreaking spectacle of her parents trying to make a new home, their struggle backlit by the memory of a forbidden love when they were young. lê thi diem thúy has revealed a world of great beauty and enormous sorrows. The Gangster We Are All Looking For is an authentically original novel about remembering and forgetting, about home and family, and about trying to find a place - and voice - in a new world. 'A beautiful, deeply moving story of a family. The more I read, the more I felt the family was mine' Jonathan Safran Foer, author of Everything is Illuminated 'lê's novel flows in luminous paragraphs that mingle past and present' VOGUE