| Description |
1 online resource (102 pages) |
| Contents |
Cover; Title; Copyright; Contents; List of figures; List of tables; Preface; 1 Introduction; 1.1 Implied volatility; 1.2 Local volatility model; 1.3 Stochastic volatility model; 2 A novel model-free term structure for stock prediction; 2.1 Introduction; 2.2 Volatility model; 2.3 Model-free term structure; 2.4 Empirical tests; 2.5 Conclusions; 3 An adaptive correlation Heston model for stock prediction; 3.1 Introduction; 3.2 Adaptive correlation coefficient model; 3.3 Empirical tests; 3.4 Conclusions; 4 The algorithm to control risk using options; 4.1 Introduction |
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4.2 Theoretical background and model4.3 Discussion; 4.4 Conclusions; 5 Option strategies: evaluation criteria and optimization; 5.1 Introduction; 5.2 Theoretical background and model; 5.3 Results; 5.4 Conclusions; 6 A novel mean reversion-based local volatility model; 6.1 Introduction; 6.2 Motivations; 6.3 Mean reversion-based local volatility model; 6.4 Local volatility surface; 6.5 Empirical tests; 6.6 Conclusions; 7 Regression-based correlation modeling for the Heston model; 7.1 Introduction; 7.2 The Heston model; 7.3 Regression-based correlation coefficient; 7.4 Empirical tests |
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7.5 Conclusions8 Index option strategies: comparison and self-risk management; 8.1 Introduction; 8.2 Review; 8.3 Theoretical background and model; 8.4 Results and analysis; 8.5 Conclusions; 9 Call-put term structure spread-based Hang Seng Index analysis; 9.1 Introduction; 9.2 Theoretical background and model; 9.3 Results and analysis; 9.4 Conclusions; Notes; References; Index |
| Summary |
First Published in 2013. Routledge is an imprint of Taylor & Francis, an informa company |
| Notes |
Print version record |
| Subject |
Stock options.
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Options (Finance)
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Investments.
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Speculation.
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Investments
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speculating.
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Investments
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Options (Finance)
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Speculation
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Stock options
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| Form |
Electronic book
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| Author |
Yen, Jerome
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Zhou, Shifei
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Wang, Hao
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| ISBN |
9781135006990 |
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1135006997 |
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