书目详细信息
： Volatility surface and term structure :
书目信息 机读格式(MARC)
| ISBN： | 9780415826204 (hkb) |
|---|---|
| ISBN： | 0415826209 (hkb) |
| 编目源： | DLC DLC OCLCO YDXCP NhCcYBP CPV |
| 个人名称： | Zhou, Shifei. |
| 题名： | Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou, Hao Wang, Kin Keung Lai and Jerome Yen. |
| 索书号： | F830.9/Z63.2E |
| 出版发行项： | Abingdon, Oxon : Routledge, 2013. |
| 载体形态： | x, 87 pages : illustrations ; 24 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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 andself-risk management -- Call-put term structure spread-based HSI analysis. |