Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou [and three others].
Contributor(s): Zhou, Shifei.
Material type:
BookSeries: Routledge advances in risk management ; 1.Publisher: Abingdon, Oxon : Routledge, 2013Description: 1 online resource (102 pages) : illustrations.Content type: text Media type: computer Carrier type: online resourceISBN: 9780203732014 (e-book).Subject(s): Stock options | Options (Finance) | Investments | SpeculationGenre/Form: Electronic books.DDC classification: 332.64/53 Online resources: Click to View | Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
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E-book
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IUKL Library | Subscripti | https://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=1386441 | 1 | Available |
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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