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  1. 1. Monitoring Exchange Rates by Statistical Process Control

    Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)

    Författare :Byeonggeon Ko; Yang Gao; [2011]
    Nyckelord :Financial Mathematics; exchange rates; statistical process control;

    Sammanfattning : The exchange rate market has traditionally played a key role in the financial market. The variation of the exchange rate which is called volatility is also an important feature for studying the exchange rate market because the increased volatility may have a negative effect on a nation's economy by increasing the uncertainty in the exchange market. LÄS MER