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