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

Format:

Book

Author/Creator:

Zhou, Shifei, author.

Contributor:

Zhou, Shifei.

Series:

Routledge Advances in Risk Management

Routledge advances in risk management ; 1

Language:

English

Subjects (All):

Stock options.

Options (Finance).

Investments.

Speculation.

Physical Description:

1 online resource (102 p.)

Edition:

1st ed.

Place of Publication:

Abingdon, Oxon : Routledge, 2013.

Language Note:

English

Summary:

<P>This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management and hedging strategies based on different criterions. These strategies provide practical guide for real option trading. </P><P></P><P>This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatilit

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.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

Description based on print version record.

ISBN:

1-138-91626-9

1-135-00698-9

0-203-73201-4

1-135-00699-7

9780203732014

OCLC:

858231191