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Books > Business & Economics > Finance & accounting > Finance > Investment & securities
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Volatility Surface and Term Structure - High-profit Options Trading Strategies (Hardcover, New)
Loot Price: R4,339
Discovery Miles 43 390
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Volatility Surface and Term Structure - High-profit Options Trading Strategies (Hardcover, New)
Series: Routledge Advances in Risk Management
Expected to ship within 10 - 15 working days
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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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