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

Shifei Zhou, Hao Wang, Kin Keung Lai and Jerome Yen

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

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Year of publication:	2013
Authors:	Zhou, Shifei ; Wang, Hao ; Lai, Kin Keung ; Yen, Jerome
Publisher:	London [u.a.] : Routledge
Subject:	Aktienoption \| Stock option \| Volatilität \| Volatility \| Zinsstruktur \| Yield curve \| Anlageverhalten \| Behavioural finance \| Finanzplanungsmodell
Description of contents:	Table of Contents [gbv.de]

Extent:	VI, 87 S.
Series:	Routledge advances in risk management
Type of publication:	Book / Working Paper
Language:	English
Notes:	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.
ISBN:	978-0-415-82620-4 ; 978-0-203-73201-4
Classification:	Investition, Finanzierung
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010193022