James, Jessica (ed.); Marsh, Ian W. (ed.); Sarno, Lucio (ed.) - 2012
the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting … exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity … discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a …