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Volatility surface and term structure : high-profit options trading strategies /
| Cote: | Libro Electrónico |
|---|---|
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Abingdon, Oxon :
Routledge,
2013.
|
| Collection: | Routledge advances in risk management ;
1 |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- 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.