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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   $a<P>This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. </P><P></P><P>This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatilit
410  0$aRoutledge Advances in Risk Management
606   $aStock options
606   $aOptions (Finance)
606   $aInvestments
606   $aSpeculation
615  0$aStock options.
615  0$aOptions (Finance)
615  0$aInvestments.
615  0$aSpeculation.
676   $a332.64/53
700   $aZhou$b Shifei.$01165352
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910787684103321
996   $aVolatility surface and term structure$93771347
997   $aUNINA