Volatility surface and term structure : : high-profit options trading strategies / / Shifei Zhou [and three others].

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Bibliographic Details
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Place / Publishing House:Abingdon, Oxon : : Routledge,, 2013.
Year of Publication:2013
Language:English
Series:Routledge advances in risk management ; 1
Online Access:
Physical Description:1 online resource (102 pages) :; illustrations.
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245 0 0 |a Volatility surface and term structure :  |b high-profit options trading strategies /  |c Shifei Zhou [and three others]. 
264 1 |a Abingdon, Oxon :  |b Routledge,  |c 2013. 
300 |a 1 online resource (102 pages) :  |b illustrations. 
336 |a text  |2 rdacontent 
337 |a computer  |2 rdamedia 
338 |a online resource  |2 rdacarrier 
490 0 |a Routledge advances in risk management ;  |v 1 
504 |a Includes bibliographical references and index. 
505 0 |a 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. 
588 |a Description based on print version record. 
590 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Stock options. 
650 0 |a Options (Finance) 
650 0 |a Investments. 
650 0 |a Speculation. 
655 4 |a Electronic books. 
700 1 |a Zhou, Shifei. 
776 0 8 |i Print version:  |t Volatility surface and term structure : high-profit options trading strategies.  |d Abingdon, Oxon : Routledge, 2013  |h x, 87 pages  |k Routledge advances in risk management ; 1  |z 9780415826204  |w (DLC) 2013002738 
797 2 |a ProQuest (Firm) 
856 4 0 |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1386441  |z Click to View