Volatility surface and term structure : high-profit options trading strategies
by
Zhou, Shifei.
Title
:
Volatility surface and term structure : high-profit options trading strategies
Author
:
Zhou, Shifei.
ISBN
:
9780415826204
Personal Author
:
Zhou, Shifei.
Publication Information
:
Abingdon, Oxon : Routledge, 2013.
Physical Description
:
x, 87 pages ; 24 cm.
Series
:
Routledge advances in risk management ; 1
General Note
:
Formerly CIP.
Contents
:
Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis.
Subject Term
:
Stock options.
Options (Finance)
Investments.
Speculation.
Added Author
:
Wang, Hao (Associate professor of mechanical and electrical engineering)
Lai, Kin Keung,
Yen, Jerome,
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025592227 | 332.6453 Z63V 2013 | 1 |