Volatility surface and term structure : high-profit options trading strategies
Investments Options (Finance) Speculation Stock options
Routledge
2013
EISBN 9780203732014
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.
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.
