03150oam 2200721I 450 991081051260332120240131144345.01-138-91626-91-135-00698-90-203-73201-41-135-00699-710.4324/9780203732014 (CKB)2670000000414265(EBL)1386441(OCoLC)858231191(SSID)ssj0000983765(PQKBManifestationID)11499087(PQKBTitleCode)TC0000983765(PQKBWorkID)11012813(PQKB)10598849(MiAaPQ)EBC1386441(Au-PeEL)EBL1386441(CaPaEBR)ebr10759825(CaONFJC)MIL516536(OCoLC)880900213(OCoLC)872699396(OCoLC)857966083(FINmELB)ELB132728(EXLCZ)99267000000041426520180706d2013 uy 0engur|n|---|||||txtccrVolatility surface and term structure high-profit options trading strategies /Shifei Zhou. [et al.]Abingdon, Oxon :Routledge,2013.1 online resource (102 p.)Routledge advances in risk management ;1Description based upon print version of record.0-415-82620-9 1-299-85285-8 Includes bibliographical references and index.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.<P>This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. </P><P></P><P>This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatilitRoutledge Advances in Risk ManagementStock optionsOptions (Finance)InvestmentsSpeculationStock options.Options (Finance)Investments.Speculation.332.64/53Zhou Shifei.1165352MiAaPQMiAaPQMiAaPQBOOK9910810512603321Volatility surface and term structure4031950UNINA