Abstract
This article is a survey and contains new results in the area of foreign exchange quantitative research. The foreign exchange OTC (over the counter) derivative market is one of the largest and most liquid markets in the world. There are only a few currencies contributing to this enormous turnover, namely the US dollar, Japanese yen, Euro and Sterling, followed by the Swiss franc, Australian dollar and Canadian dollar.
Original language | English |
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Title of host publication | Methods and Applications of Statistics in Business, Finance, and Management Science |
Editors | Narayanaswamy Balakrishnan |
Place of Publication | U.S. |
Publisher | Wiley & Sons |
Pages | 408-433 |
Number of pages | 26 |
ISBN (Print) | 9780470405109 |
Publication status | Published - 2010 |