Volatility Measure Of Foreign Currency And Analysis Of Currency Option Linked Deposits

This paper aims to research on the current foreign currency linkedstructural deposits.Volatility measures,such as simple moving averagemethod,exponential weighted average method and implied volatilitymethod are the key issues of foreign currency investment analysis and arediscussed in this paper.Based on Volatility measure,this paper analyzes thedesign,pricing,retums and risks of currency option deposits.In addition,itfurther illustrates how to apply the Garman-Kohlhagan option pricingmodel to evaluate the deposits,SO that investors could have a betterunderstanding of these types of products,and make the right investmentchoices.