MARC Record from marc_columbia

LEADER: 04238cam a2200817Ia 4500
001 15092663
005 20220618231839.0
006 m o d
007 cr cnu---unuuu
008 130913s2013 enka ob 001 0 eng d
035 $a(OCoLC)ocn857966083
035 $a(NNC)15092663
040 $aIDEBK$beng$epn$cIDEBK$dCDX$dN$T$dOCLCF$dOCLCO$dE7B$dOCLCQ$dCNSPO$dRRP$dYDXCP$dTYFRS$dNAM$dOCLCQ$dBUF$dAU@$dOCLCQ$dUKAHL$dELBRO$dK6U$dOCLCO$dSFB$dOCLCO
019 $a861532782$a872699396$a1058295825$a1086539825$a1290110851
020 $a9781135006983$q(electronic bk.)
020 $a1135006989$q(electronic bk.)
020 $a1299852858$q(electronic bk.)
020 $a9781299852853$q(electronic bk.)
020 $a9780203732014$q(e-book)
020 $a0203732014$q(e-book)
020 $a9781135006990
020 $a1135006997
020 $a9781135006976
020 $a1135006970
020 $a0415826209
020 $a9780415826204
020 $a9781138916265
020 $a1138916269
020 $z9780415826204
024 7 $a10.4324/9780203732014$2doi
035 $a(OCoLC)857966083$z(OCoLC)861532782$z(OCoLC)872699396$z(OCoLC)1058295825$z(OCoLC)1086539825$z(OCoLC)1290110851
050 4 $aHG6042$b.Z466 2013
072 7 $aBUS$x027000$2bisacsh
082 04 $a332.64/53$223
049 $aZCUA
100 1 $aZhou, Shifei.
245 10 $aVolatility surface and term structure :$bhigh-profit options trading strategies /$cShifei Zhou [and three others].
264 1 $aLondon ;$aNew York :$bRoutledge,$c2013.
300 $a1 online resource (x, 87 pages) :$billustrations (black and white)
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 1 $aRoutledge advances in risk management ;$v1
504 $aIncludes bibliographical references (pages 83-85) and index.
588 0 $aPrint version record.
505 0 $aIntroduction -- 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.
520 $a<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.
546 $aEnglish.
650 0 $aStock options.
650 0 $aOptions (Finance)
650 0 $aInvestments.
650 0 $aSpeculation.
650 0 $aEmployee stock options.
650 0 $aRestricted stock options.
650 6 $aOptions d'achat d'actions.
650 6 $aOptions (Finances)
650 6 $aInvestissements.
650 6 $aSpéculation.
650 7 $aportfolios (financial records)$2aat
650 7 $aspeculating.$2aat
650 7 $aBUSINESS & ECONOMICS$xFinance.$2bisacsh
650 7 $aInvestments.$2fast$0(OCoLC)fst00978234
650 7 $aOptions (Finance)$2fast$0(OCoLC)fst01046893
650 7 $aSpeculation.$2fast$0(OCoLC)fst01129139
650 7 $aStock options.$2fast$0(OCoLC)fst01133601
655 0 $aElectronic books.
655 4 $aElectronic books.
776 08 $iPrint version:$tVolatility surface and term structure : high-profit options trading strategies.$dAbingdon, Oxon : Routledge, 2013$hx, 87 pages$kRoutledge advances in risk management ; 1$z9780415826204$w(DLC) 2013002738
830 0 $aRoutledge advances in risk management ;$v1.
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15092663$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS