LEADER 00788nam0-22002531i-450- 001 990001171220403321 035 $a000117122 035 $aFED01000117122 035 $a(Aleph)000117122FED01 035 $a000117122 100 $a20000920d1976----km-y0itay50------ba 101 0 $aeng 200 1 $aApplied graphs theory graphs and electrical networks$fby CHEN PETER. 210 $aAmsterdam [etc.]$cNorth-Holland$d1976 225 1 $aNorth-Holland series in applied mathematics and mechanics$v13 700 1$aChen,$bWai-Kai$f<1936- >$020760 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990001171220403321 952 $a26-I-13$b17950$fMA1 959 $aMA1 996 $aApplied graphs theory graphs and electrical networks$9346216 997 $aUNINA DB $aING01 LEADER 03115oam 2200709I 450 001 9910463177403321 005 20200520144314.0 010 $a1-138-91626-9 010 $a1-135-00698-9 010 $a0-203-73201-4 010 $a1-135-00699-7 024 7 $a10.4324/9780203732014 035 $a(CKB)2670000000414265 035 $a(EBL)1386441 035 $a(OCoLC)858231191 035 $a(SSID)ssj0000983765 035 $a(PQKBManifestationID)11499087 035 $a(PQKBTitleCode)TC0000983765 035 $a(PQKBWorkID)11012813 035 $a(PQKB)10598849 035 $a(MiAaPQ)EBC1386441 035 $a(Au-PeEL)EBL1386441 035 $a(CaPaEBR)ebr10759825 035 $a(CaONFJC)MIL516536 035 $a(OCoLC)880900213 035 $a(OCoLC)872699396 035 $a(EXLCZ)992670000000414265 100 $a20180706d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aVolatility surface and term structure $ehigh-profit options trading strategies /$fShifei Zhou. [et al.] 210 1$aAbingdon, Oxon :$cRoutledge,$d2013. 215 $a1 online resource (102 p.) 225 0 $aRoutledge advances in risk management ;$v1 300 $aDescription based upon print version of record. 311 $a0-415-82620-9 311 $a1-299-85285-8 320 $aIncludes bibliographical references and index. 327 $aIntroduction -- 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. 330 $a

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.

This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatilit 410 0$aRoutledge Advances in Risk Management 606 $aStock options 606 $aOptions (Finance) 606 $aInvestments 606 $aSpeculation 608 $aElectronic books. 615 0$aStock options. 615 0$aOptions (Finance) 615 0$aInvestments. 615 0$aSpeculation. 676 $a332.64/53 700 $aZhou$b Shifei.$0901916 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463177403321 996 $aVolatility surface and term structure$92016369 997 $aUNINA