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Volatility Surface and Term Structure - a book by Lai, Kin Keung

Volatility Surface and Term Structure

High-Profit Options Trading Strategies

Volatility Surface and Term Structure( )
Author: Lai, Kin Keung
Yen, Jerome
Zhou, Shifei
Wang, Hao
Series title:Routledge Advances in Risk Management Ser.
ISBN:978-0-415-82620-4
Publication Date:Sep 2013
Publisher:Routledge
Book Format:Hardback
List Price:USD $160.00
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...
More Description

Book Details
Pages:256
Detailed Subjects: Business & Economics / Investments & Securities / Options
Business & Economics / Investments & Securities / General
Physical Dimensions (W X L X H):6.25 x 9.25 Inches
Book Weight:0.68 Pounds

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