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Volatility Surface and Term Structure : High-profit Options Trading Strategies.
First Published in 2013. Routledge is an imprint of Taylor & Francis, an informa company.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Taylor and Francis,
2013.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Lai, Kin Keung. | |
| 245 | 1 | 0 | |a Volatility Surface and Term Structure : |b High-profit Options Trading Strategies. |
| 260 | |a Hoboken : |b Taylor and Francis, |c 2013. | ||
| 300 | |a 1 online resource (102 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Title; Copyright; Contents; List of figures; List of tables; Preface; 1 Introduction; 1.1 Implied volatility; 1.2 Local volatility model; 1.3 Stochastic volatility model; 2 A novel model-free term structure for stock prediction; 2.1 Introduction; 2.2 Volatility model; 2.3 Model-free term structure; 2.4 Empirical tests; 2.5 Conclusions; 3 An adaptive correlation Heston model for stock prediction; 3.1 Introduction; 3.2 Adaptive correlation coefficient model; 3.3 Empirical tests; 3.4 Conclusions; 4 The algorithm to control risk using options; 4.1 Introduction. | |
| 505 | 8 | |a 4.2 Theoretical background and model4.3 Discussion; 4.4 Conclusions; 5 Option strategies: evaluation criteria and optimization; 5.1 Introduction; 5.2 Theoretical background and model; 5.3 Results; 5.4 Conclusions; 6 A novel mean reversion-based local volatility model; 6.1 Introduction; 6.2 Motivations; 6.3 Mean reversion-based local volatility model; 6.4 Local volatility surface; 6.5 Empirical tests; 6.6 Conclusions; 7 Regression-based correlation modeling for the Heston model; 7.1 Introduction; 7.2 The Heston model; 7.3 Regression-based correlation coefficient; 7.4 Empirical tests. | |
| 505 | 8 | |a 7.5 Conclusions8 Index option strategies: comparison and self-risk management; 8.1 Introduction; 8.2 Review; 8.3 Theoretical background and model; 8.4 Results and analysis; 8.5 Conclusions; 9 Call-put term structure spread-based Hang Seng Index analysis; 9.1 Introduction; 9.2 Theoretical background and model; 9.3 Results and analysis; 9.4 Conclusions; Notes; References; Index. | |
| 520 | |a First Published in 2013. Routledge is an imprint of Taylor & Francis, an informa company. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stock options. | |
| 650 | 0 | |a Options (Finance) | |
| 650 | 0 | |a Investments. | |
| 650 | 0 | |a Speculation. | |
| 650 | 2 | |a Investments | |
| 650 | 6 | |a Options d'achat d'actions. | |
| 650 | 6 | |a Options (Finances) | |
| 650 | 6 | |a Investissements. | |
| 650 | 6 | |a Spéculation. | |
| 650 | 7 | |a speculating. |2 aat | |
| 650 | 7 | |a Investments |2 fast | |
| 650 | 7 | |a Options (Finance) |2 fast | |
| 650 | 7 | |a Speculation |2 fast | |
| 650 | 7 | |a Stock options |2 fast | |
| 700 | 1 | |a Yen, Jerome. | |
| 700 | 1 | |a Zhou, Shifei. | |
| 700 | 1 | |a Wang, Hao. | |
| 758 | |i has work: |a Volatility surface and term structure (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFx44rxCG6cxcfpPPh4W9P |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Lai, Kin Keung. |t Volatility Surface and Term Structure : High-profit Options Trading Strategies. |d Hoboken : Taylor and Francis, ©2013 |z 9780415826204 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1386441 |z Texto completo |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL1386441 | ||
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