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Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.]
| Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
| Autore | Zhou Shifei |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (102 p.) |
| Disciplina | 332.64/53 |
| Collana | Routledge advances in risk management |
| Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910463177403321 |
Zhou Shifei
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.]
| Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
| Autore | Zhou Shifei |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (102 p.) |
| Disciplina | 332.64/53 |
| Collana | Routledge advances in risk management |
| Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
| ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910787684103321 |
|
Zhou Shifei
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.]
| Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
| Autore | Zhou Shifei |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (102 p.) |
| Disciplina | 332.64/53 |
| Collana | Routledge advances in risk management |
| Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
| ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910810512603321 |
|
Zhou Shifei
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||