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Volatility surface and term structure : high-profit options trading strategies /
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Abingdon, Oxon :
Routledge,
2013.
|
| Colección: | Routledge advances in risk management ;
1 |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.