Volatility surface and term structure : : high-profit options trading strategies /

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

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TeilnehmendeR:
Zhou, Shifei.
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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(CaPaEBR)ebr10759825
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record_format marc
spelling Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou [and three others].
Abingdon, Oxon : Routledge, 2013.
1 online resource (102 pages) : illustrations.
text rdacontent
computer rdamedia
online resource rdacarrier
Routledge advances in risk management ; 1
Includes bibliographical references and index.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Stock options.
Options (Finance)
Investments.
Speculation.
Electronic books.
Zhou, Shifei.
Print version: Volatility surface and term structure : high-profit options trading strategies. Abingdon, Oxon : Routledge, 2013 x, 87 pages Routledge advances in risk management ; 1 9780415826204 (DLC) 2013002738
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1386441 Click to View
language English
format eBook
author2 Zhou, Shifei.
author_facet Zhou, Shifei.
author2_variant s z sz
author2_role TeilnehmendeR
author_sort Zhou, Shifei.
title Volatility surface and term structure : high-profit options trading strategies /
spellingShingle Volatility surface and term structure : high-profit options trading strategies /
Routledge advances in risk management ;
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.
title_sub high-profit options trading strategies /
title_full Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou [and three others].
title_fullStr Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou [and three others].
title_full_unstemmed Volatility surface and term structure : high-profit options trading strategies / Shifei Zhou [and three others].
title_auth Volatility surface and term structure : high-profit options trading strategies /
title_new Volatility surface and term structure :
title_sort volatility surface and term structure : high-profit options trading strategies /
series Routledge advances in risk management ;
series2 Routledge advances in risk management ;
publisher Routledge,
publishDate 2013
physical 1 online resource (102 pages) : illustrations.
contents 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.
isbn 9780203732014
9780415826204
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6042
callnumber-sort HG 46042 V65 42013
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1386441
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.64/53
dewey-sort 3332.64 253
dewey-raw 332.64/53
dewey-search 332.64/53
oclc_num 880900213
work_keys_str_mv AT zhoushifei volatilitysurfaceandtermstructurehighprofitoptionstradingstrategies
status_str n
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is_hierarchy_title Volatility surface and term structure : high-profit options trading strategies /
author2_original_writing_str_mv noLinkedField
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