|
|
books
| book details |
Volatility Surface and Term Structure: High-profit Options Trading Strategies
By (author) Kin Keung Lai, By (author) Jerome Yen, By (author) Shifei Zhou, By (author) Hao Wang
|
| on special |
normal price: R 6 939.95
Price: R 6 245.95
|
| book description |
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. This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term structure. The correlation of Heston model is considered to be variable. For the latter, the local volatility model is improved from experience of financial practice. The improved local volatility surface is then used for price forecasting. VaR and CVaR are employed as standard criterions for risk management. The options trading strategies are also designed combining different types of options and they have been proven to be profitable in real market. This book is a combination of theory and practice. Users will find the applications of these financial models in real market to be effective and efficient.
| product details |
Normally shipped |
Publisher | Taylor & Francis Ltd
Published date | 6 Aug 2013
Language |
Format | Hardback
Pages | 104
Dimensions | 234 x 156 x 0mm (L x W x H)
Weight | 350g
ISBN | 978-0-4158-2620-4
Readership Age |
BISAC | business & economics / investments & securities
| other options |
Normally shipped |
Readership Age |
Normal Price | R 8 652.95
Price | R 7 786.95
| on special |
|
|
To view the items in your trolley please sign in.
| sign in |
|
|
|
| specials |
|
|
Mason Coile
Paperback / softback
224 pages
was: R 520.95
now: R 468.95
|
A terrifying locked-room mystery set in a remote outpost on Mars.
|
An epic love story with the pulse of a thriller that asks: what would you risk for a second chance at first love?
|
|
|
|
|
|
