ISBN: | 9780415826204 (hkb) |
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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. |