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,


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025592227332.6453 Z63V 20131