MARC Record from Library of Congress

LEADER: 01482cam a2200325 i 4500
001 2013002738
003 DLC
005 20140307080851.0
008 130131s2013 enk b 001 0 eng
010 $a 2013002738
020 $a9780415826204 (hkb)
020 $z9780203732014 (ekb)
040 $aDLC$beng$cDLC$erda
042 $apcc
050 00 $aHG6042$b.Z466 2013
082 00 $a332.64/53$223
100 1 $aZhou, Shifei.
245 10 $aVolatility surface and term structure :$bhigh-profit options trading strategies /$cShifei Zhou, Hao Wang, Kin Keung Lai and Jerome Yen.
264 1 $aLondon :$bRoutledge,$c2013.
300 $ax, 87 pages ;$c24 cm.
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
490 0 $aRoutledge advances in risk management ;$v1
504 $aIncludes bibliographical references (pages 83-85) and index.
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.
650 0 $aStock options.
650 0 $aOptions (Finance)
650 0 $aInvestments.
650 0 $aSpeculation.