Volatility Surface and Term Structure / Zhou, Shifei  

Público ISBD Ningún comentario para este título. Título : Volatility Surface and Term Structure  : High-profit options trading strategies Tipo de documento: documento electrónico Autores: Zhou, Shifei Editorial: Taylor & Francis Group Fecha de publicación: 2013 Número de páginas: 1 online resource (102 pages) : Il.: illustrations ISBN/ISSN/DL: 978-1-135-00699-0 Palabras clave:   Stock options.  Options (Finance)  Investments.  Speculation. Clasificación: 332.64/53 Nota de contenido: bla 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. Enlace de acceso : https://elibro-net.biblioproxy.umanizales.edu.co/es/lc/umanizales/titulos/132728 Volatility Surface and Term Structure  : High-profit options trading strategies [documento electrónico] / Zhou, Shifei . - Taylor & Francis Group, 2013 . - 1 online resource (102 pages) : : illustrations. ISBN : 978-1-135-00699-0 Palabras clave:   Stock options.  Options (Finance)  Investments.  Speculation. Clasificación: 332.64/53 Nota de contenido: bla 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. Enlace de acceso : https://elibro-net.biblioproxy.umanizales.edu.co/es/lc/umanizales/titulos/132728

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