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Volatility surface and term structure [electronic resource] : high-profit options trading strategies / Shifei Zhou ... [et al.].

By: Material type: TextSeries: Routledge advances in risk management ; 1Publication details: Abingdon, Oxon : Routledge, 2013.Description: x, 87 p. : illISBN:
  • 9780203732014 (e-book : PDF)
Subject(s): Genre/Form: Additional physical formats: No titleOnline resources: Available additional physical forms:
  • Also available in print edition.
Contents:
1. Introduction -- 2. A novel model-free term structure for stock prediction -- 3. An adaptive correlation heston model for stock prediction -- 4. The algorithm to control risk using options -- 5. Option strategies : evaluation criteria and optimization -- 6. A novel mean reversion-based local volatility model -- 7. Regression-based correlation modeling for heston model -- 8. Index option strategies : comparison and self-risk management -- 9. Call-put term structure spread-based Hang Seng Index analysis.
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Includes bibliographical references and index.

1. Introduction -- 2. A novel model-free term structure for stock prediction -- 3. An adaptive correlation heston model for stock prediction -- 4. The algorithm to control risk using options -- 5. Option strategies : evaluation criteria and optimization -- 6. A novel mean reversion-based local volatility model -- 7. Regression-based correlation modeling for heston model -- 8. Index option strategies : comparison and self-risk management -- 9. Call-put term structure spread-based Hang Seng Index analysis.

Also available in print edition.

Mode of access: World Wide Web.

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