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, ...
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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.
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Add this copy of Volatility Surface and Term Structure: High-profit to cart. $68.98, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2017 by Routledge.
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New. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management . Includes: line drawings, black & white, illustrations, black & white, tables, black & white. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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New. Print on demand Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management . Includes: line drawings, black & white, illustrations, black & white, tables, black & white. Intended for college/higher education audience.
Add this copy of Volatility Surface and Term Structure: High-profit to cart. $77.37, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2017 by Routledge.
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New. Contains: Illustrations, black & white, Line drawings, black & white, Tables, black & white. Routledge Advances in Risk Management . Includes: line drawings, black & white, illustrations, black & white, tables, black & white. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Volatility Surface and Term Structure: High-Profit to cart. $108.64, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2017 by Routledge.
