| 000 | 01674nam a2200349Ia 4500 | ||
|---|---|---|---|
| 001 | 9780203732014 | ||
| 003 | BD-DhSAU | ||
| 005 | 20151012151722.0 | ||
| 006 | a|||||s||||||||||| | ||
| 007 | cr|||| | ||
| 008 | 130722s2013 enkad sb 001 0 eng d | ||
| 020 | _a9780203732014 (e-book : PDF) | ||
| 040 |
_aBD-DhSAU _cBD-DhSAU |
||
| 090 |
_aHG6042 _b.Z466 2013 |
||
| 092 |
_a332.6453 _bZ638 |
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| 100 | 1 | _aZhou, Shifei. | |
| 245 | 1 | 0 |
_aVolatility surface and term structure _h[electronic resource] : _bhigh-profit options trading strategies / _cShifei Zhou ... [et al.]. |
| 260 |
_aAbingdon, Oxon : _bRoutledge, _c2013. |
||
| 300 |
_ax, 87 p. : _bill. |
||
| 490 | 0 |
_aRoutledge advances in risk management ; _v1 |
|
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _a1. 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. | |
| 530 | _aAlso available in print edition. | ||
| 538 | _aMode of access: World Wide Web. | ||
| 650 | 0 | _aStock options. | |
| 650 | 0 | _aOptions (Finance) | |
| 650 | 0 | _aInvestments. | |
| 650 | 0 | _aSpeculation. | |
| 655 | 7 |
_aElectronic books. _2lcsh |
|
| 776 | 1 | _z9780415826204 (hardback) | |
| 856 | 4 | 0 | _uhttp://www.tandfebooks.com/isbn/9780203732014 |
| 999 |
_c12888 _d12887 |
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