Volatility surface and term structure high-profit options trading strategies
| Otros Autores: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Abingdon, Oxon :
Routledge
2013.
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| Colección: | Routledge advances in risk management ;
1 |
| Materias: | |
| Acceso en línea: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=132728 |
| Ver en Universidad Loyola - Universidad Loyola Granada: | https://colectivo.uloyola.es/Record/ELB132728 |
Solicitar por préstamo interbibliotecario:
Correo
Tabla de Contenidos:
- 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.
