Volatility surface and term structure [electronic resource] : high-profit options trading strategies / Shifei Zhou ... [et al.].
Material type: TextSeries: Routledge advances in risk management ; 1Publication details: Abingdon, Oxon : Routledge, 2013Description: x, 87 p. : illISBN: 9780203732014 (e-book : PDF)Subject(s): Stock options | Options (Finance) | Investments | SpeculationGenre/Form: Electronic books.Additional physical formats: No titleOnline resources: Click here to view Also available in print edition.Item type | Current library | Call number | Status | Date due | Barcode |
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e-Books | Bangalore University Library | Available | BUTF003608 |
Includes bibliographical references and index.
1. Introduction -- 2. A novel model-free term structure for stock prediction -- 3. An adaptive correlation heston model for stock prediction -- 4. The algorithm to control risk using options -- 5. Option strategies : evaluation criteria and optimization -- 6. A novel mean reversion-based local volatility model -- 7. Regression-based correlation modeling for heston model -- 8. Index option strategies : comparison and self-risk management -- 9. Call-put term structure spread-based Hang Seng Index analysis.
Also available in print edition.
Mode of access: World Wide Web.
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