Volatility surface and term structure : high-profit options trading strategies /
Shifei Zhou [and three others].
- 1 online resource (102 pages) : illustrations.
- Routledge advances in risk management ; 1 .
Includes bibliographical references and index.
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.
9780203732014 (e-book)
Stock options.
Options (Finance)
Investments.
Speculation.
Electronic books.
HG6042 / .V65 2013
332.64/53
Includes bibliographical references and index.
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.
9780203732014 (e-book)
Stock options.
Options (Finance)
Investments.
Speculation.
Electronic books.
HG6042 / .V65 2013
332.64/53