Volatility surface and term structure : high-profit options trading strategies /
| Otros autores: | |
|---|---|
| Formato: | eBook |
| Idioma: | English |
| Fecha de publicación: |
Abingdon, Oxon :
Routledge,
2013.
|
| Series: | Routledge advances in risk management ;
1 |
| Materias: | |
| Acceso en línea: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=132728 |
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.