Volatility surface and term structure
Zhou, Shifei.
Volatility surface and term structure high-profit options trading strategies / [electronic resource] : Shifei Zhou ... [et al.]. - Abingdon, Oxon : Routledge, 2013. - x, 87 p. : ill. - Routledge advances in risk management ; 1 .
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.
Mode of access: World Wide Web.
9780203732014 (e-book : PDF)
Stock options.
Options (Finance)
Investments.
Speculation.
Electronic books.
Volatility surface and term structure high-profit options trading strategies / [electronic resource] : Shifei Zhou ... [et al.]. - Abingdon, Oxon : Routledge, 2013. - x, 87 p. : ill. - Routledge advances in risk management ; 1 .
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.
Mode of access: World Wide Web.
9780203732014 (e-book : PDF)
Stock options.
Options (Finance)
Investments.
Speculation.
Electronic books.