结果：找到“Option volatility”相关内容132个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
【金融学习资料】金融建模学习资料9 个回复 - 1733 次查看 |- 实用投资融资分析学习资料 - 0 B 估值建模 财务建模学习资料 |- 大公司机构研究报告范文.zip - 109.60 MB |- Excel VBA学习资料.zip - 1.63 GB |- 400道投行面试高频Behavioral&Technical学习 ...2020-4-14 14:44 - wz151400 - 现金交易版
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6291 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
26 个回复 - 6291 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
[分享电子书]Option Volatility and Pricing 2nd Edition
8 个回复 - 5701 次查看 Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Edition mobi版本 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/0071818774/ref=sr_1_1?ie=UTF ...2014-11-28 11:26 - arsen_czf - 金融工程（数量金融）与金融衍生品
8 个回复 - 5701 次查看 Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Edition mobi版本 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/0071818774/ref=sr_1_1?ie=UTF ...2014-11-28 11:26 - arsen_czf - 金融工程（数量金融）与金融衍生品
Option Volatility and Pricing 2nd-Sheldon Natenberg
5 个回复 - 1060 次查看 options trading 必读书目之一2022-8-28 20:48 - di8ridechan - 金融工程（数量金融）与金融衍生品
5 个回复 - 1060 次查看 options trading 必读书目之一2022-8-28 20:48 - di8ridechan - 金融工程（数量金融）与金融衍生品
Option Volatility and Pricing Advanced Trading Strategies and Techniques 2nd.pdf
24 个回复 - 11052 次查看 论坛上有这本书的第一版的pdf，但是扫描版的不清晰，而且第一版较老（1994）第二版（2014）只有mobi版，没有第二版的pdf，这里转成了epub和pdf，大家随便下着看吧。 象征性的收点辛苦钱。2015-1-7 09:14 - liudw925 - 金融工程（数量金融）与金融衍生品
24 个回复 - 11052 次查看 论坛上有这本书的第一版的pdf，但是扫描版的不清晰，而且第一版较老（1994）第二版（2014）只有mobi版，没有第二版的pdf，这里转成了epub和pdf，大家随便下着看吧。 象征性的收点辛苦钱。2015-1-7 09:14 - liudw925 - 金融工程（数量金融）与金融衍生品
Option Volatility and Pricing_Advanced Trading Strategies and Techniques, 2e
117 个回复 - 16309 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recog ...2016-7-9 00:17 - exuan1991 - 金融学（理论版）
117 个回复 - 16309 次查看 应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recog ...2016-7-9 00:17 - exuan1991 - 金融学（理论版）
Option Volatility and Pricing
19 个回复 - 9164 次查看 Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg [*]Hardcover: 470 pages[*]Publisher: McGraw-Hill; Updated edition (August 1, 1994)[*]Language: English[* ...2010-7-7 19:28 - mcsyky - 金融学（理论版）
19 个回复 - 9164 次查看 Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg [*]Hardcover: 470 pages[*]Publisher: McGraw-Hill; Updated edition (August 1, 1994)[*]Language: English[* ...2010-7-7 19:28 - mcsyky - 金融学（理论版）
Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Ed
4 个回复 - 1595 次查看 2014版的mobi版本2017-7-29 19:20 - 馒头满天下 - 金融学（理论版）
4 个回复 - 1595 次查看 2014版的mobi版本2017-7-29 19:20 - 馒头满天下 - 金融学（理论版）
Option Trading Pricing and Volatility Strategies and Techniques
4 个回复 - 859 次查看 2022-8-21 04:30 - gioia73 - 金融学（理论版）
4 个回复 - 859 次查看 2022-8-21 04:30 - gioia73 - 金融学（理论版）
The representation of American options prices under stochastic volatility and ju
1 个回复 - 586 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
1 个回复 - 586 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
2 个回复 - 933 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
2 个回复 - 933 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
【学习笔记】今天找寻 Option volatility trading strategies ，好久都没找到 ...
4 个回复 - 771 次查看 今天找寻 Option volatility trading strategies ，好久都没找到，不知道明天能不能找到…2019-9-12 23:23 - bbfish007 - Forum
4 个回复 - 771 次查看 今天找寻 Option volatility trading strategies ，好久都没找到，不知道明天能不能找到…2019-9-12 23:23 - bbfish007 - Forum
谁有Option valuation under Stochastic volatility II by Lewis
3 个回复 - 2173 次查看 论坛币2017-12-24 08:41 - martingale08 - 金融学（理论版）
3 个回复 - 2173 次查看 论坛币2017-12-24 08:41 - martingale08 - 金融学（理论版）
Volatility model applications in China's SSE50 options market
1 个回复 - 620 次查看 【作者(必填)】Yeguang Chi[/backcolor],Wenyan Hao[/backcolor],Yifei Zhang[/backcolor] 【文题(必填)】Volatility model applications in China's SSE50 options market 【年份(必填)】2021 【全文链接或数 ...2022-3-14 16:50 - hnhs100 - 求助成功区
1 个回复 - 620 次查看 【作者(必填)】Yeguang Chi[/backcolor],Wenyan Hao[/backcolor],Yifei Zhang[/backcolor] 【文题(必填)】Volatility model applications in China's SSE50 options market 【年份(必填)】2021 【全文链接或数 ...2022-3-14 16:50 - hnhs100 - 求助成功区
Good Volatility, Bad Volatility, and Option Pricing
1 个回复 - 579 次查看 【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区
1 个回复 - 579 次查看 【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区
Volatility / Vix Trading: Your Step-by-Step Guide to Stock Trading and Options
41 个回复 - 5934 次查看 The Ultimate Beginner's Guide To Trading With Volatility And The Volatility Index (VIX) This book is the ultimate beginner’s guide to trading with volatility and the Volatility Index (VIX). I ...2015-6-21 14:39 - nelsoncwlee - 量化投资
41 个回复 - 5934 次查看 The Ultimate Beginner's Guide To Trading With Volatility And The Volatility Index (VIX) This book is the ultimate beginner’s guide to trading with volatility and the Volatility Index (VIX). I ...2015-6-21 14:39 - nelsoncwlee - 量化投资
The Option Trader's Guide to Probability, Volatility, and Timing
3 个回复 - 2539 次查看 A comprehensive guide that lets you play the options game with confidence Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for spe ...2010-6-30 10:10 - emtropy - 金融工程（数量金融）与金融衍生品
3 个回复 - 2539 次查看 A comprehensive guide that lets you play the options game with confidence Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for spe ...2010-6-30 10:10 - emtropy - 金融工程（数量金融）与金融衍生品
Volatility Surface and Term Structure: High-profit Options Trading Strategies
0 个回复 - 680 次查看 Volatility Surface and Term Structure: High-profit Options Trading Strategies Shifei Zhou (et al.) | 2013 | ISBN: 0415826209 | English | 256 pages[/backcolor] [/backcolor] [/backcolor] ...2021-9-30 17:21 - zhangke0987 - 投资人（实务版）
0 个回复 - 680 次查看 Volatility Surface and Term Structure: High-profit Options Trading Strategies Shifei Zhou (et al.) | 2013 | ISBN: 0415826209 | English | 256 pages[/backcolor] [/backcolor] [/backcolor] ...2021-9-30 17:21 - zhangke0987 - 投资人（实务版）
[PDF版本]Option Volatility & Pricing
21 个回复 - 10786 次查看 这是一本极好的将option volatility 的书，在美国的option trader都看。 我看到论坛上只有没有pdf版本，所以穿了手中的pdf版本供大家参考。 关于书本的评论： I have been a professional options trader for o ...2014-10-9 10:53 - fy_bill2014 - 金融工程（数量金融）与金融衍生品
21 个回复 - 10786 次查看 这是一本极好的将option volatility 的书，在美国的option trader都看。 我看到论坛上只有没有pdf版本，所以穿了手中的pdf版本供大家参考。 关于书本的评论： I have been a professional options trader for o ...2014-10-9 10:53 - fy_bill2014 - 金融工程（数量金融）与金融衍生品
Option Volatility Trading Strategy.PDF
4 个回复 - 1616 次查看 还是一样，我也比较穷，所以，我肯定发全网最低价格，需要的下载2019-8-14 16:03 - hanhan6769 - 金融学（理论版）
4 个回复 - 1616 次查看 还是一样，我也比较穷，所以，我肯定发全网最低价格，需要的下载2019-8-14 16:03 - hanhan6769 - 金融学（理论版）
全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA
22 个回复 - 7656 次查看 全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA2014-3-7 13:09 - giftedlike - 量化投资
22 个回复 - 7656 次查看 全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA2014-3-7 13:09 - giftedlike - 量化投资
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 562 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
0 个回复 - 562 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
【独家发布】Volatility: Practical Options Theory
3 个回复 - 1782 次查看 Volatility: Practical Options Theory Author(s): Adam S. Iqbal Series: Wiley Finance Publisher: Wiley, Year: 2018 ISBN: 111950161X, 9781119501619 Description: Gain a deep, intuitive and t ...2019-12-29 14:45 - hhasoka - Forum
3 个回复 - 1782 次查看 Volatility: Practical Options Theory Author(s): Adam S. Iqbal Series: Wiley Finance Publisher: Wiley, Year: 2018 ISBN: 111950161X, 9781119501619 Description: Gain a deep, intuitive and t ...2019-12-29 14:45 - hhasoka - Forum
option volatility and price by Natenberg
0 个回复 - 710 次查看 期权交易圣经option volatility and pricing来咯，作者是非常有名的Shelton Natenberg~~2019-12-22 21:12 - 何必远方l - 量化投资
0 个回复 - 710 次查看 期权交易圣经option volatility and pricing来咯，作者是非常有名的Shelton Natenberg~~2019-12-22 21:12 - 何必远方l - 量化投资
【学习笔记】volatility practical option theory 求此书 wiley 出版社出版 ...
0 个回复 - 350 次查看 volatility practical option theory 求此书 wiley 出版社出版2019-12-1 10:56 - 8393_1567261860 - Forum
0 个回复 - 350 次查看 volatility practical option theory 求此书 wiley 出版社出版2019-12-1 10:56 - 8393_1567261860 - Forum
【学习笔记】求 volatility practical option theory by Wiley finance
作 ...
0 个回复 - 426 次查看 求 volatility practical option theory by Wiley finance 作者名字忘记了2019-11-29 20:49 - 8393_1567261860 - Forum
0 个回复 - 426 次查看 求 volatility practical option theory by Wiley finance 作者名字忘记了2019-11-29 20:49 - 8393_1567261860 - Forum
Option Valuation Under Stochastic Volatility
22 个回复 - 8374 次查看 Option Valuation Under Stochastic Volatility: With Mathematica Code ~ Alan L. Lewis Review"...an impressive collection of methods and results. I found Chapter 7 on equilibrium models particular ...2010-5-9 11:35 - martinnyj - 金融学（理论版）
22 个回复 - 8374 次查看 Option Valuation Under Stochastic Volatility: With Mathematica Code ~ Alan L. Lewis Review"...an impressive collection of methods and results. I found Chapter 7 on equilibrium models particular ...2010-5-9 11:35 - martinnyj - 金融学（理论版）
谁有Option Valuation under Stochastic Volatility II: With Mathematica Code
2 个回复 - 1256 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1256 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
The equity option volatility smile:an implicit finite-difference approach
2 个回复 - 1022 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
2 个回复 - 1022 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
1 个回复 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
Options Volatility Trading: Strategies for Profiting from Market Swings
56 个回复 - 8886 次查看 How to collect big profits from a volatile options marketOver the past decade, the concept of volatility has drawn attention from traders in all markets across the globe. Unfortunately, this scrutiny ...2015-1-30 00:54 - 大家开心 - 金融学（理论版）
56 个回复 - 8886 次查看 How to collect big profits from a volatile options marketOver the past decade, the concept of volatility has drawn attention from traders in all markets across the globe. Unfortunately, this scrutiny ...2015-1-30 00:54 - 大家开心 - 金融学（理论版）
求书:Option Trading: Pricing and Volatility Strategies and Techniques
5 个回复 - 1978 次查看 http://www.amazon.com/Option-Trading-Volatility-Strategies-Techniques/dp/04704971062014-4-30 19:16 - carvel - 求助成功区
5 个回复 - 1978 次查看 http://www.amazon.com/Option-Trading-Volatility-Strategies-Techniques/dp/04704971062014-4-30 19:16 - carvel - 求助成功区
volatility - practical options theory (2018)
5 个回复 - 1766 次查看 volatility - practical options theory (2018) (.epub)2018-12-14 17:38 - loneshark - 投资人（实务版）
5 个回复 - 1766 次查看 volatility - practical options theory (2018) (.epub)2018-12-14 17:38 - loneshark - 投资人（实务版）
Basic Option Volatility Strategies: Understanding Popular Pricing Models
16 个回复 - 775 次查看 English | April 14, 2009 | ISBN: 159280344X | EPUB | 176 pages Now you can learn directly from Sheldon Natenberg! In thisunique multimedia course, Natenberg will explain the most popularoption pric ...2018-11-16 10:16 - igs816 - 经管书评
16 个回复 - 775 次查看 English | April 14, 2009 | ISBN: 159280344X | EPUB | 176 pages Now you can learn directly from Sheldon Natenberg! In thisunique multimedia course, Natenberg will explain the most popularoption pric ...2018-11-16 10:16 - igs816 - 经管书评
CBOE培训老师 推荐书籍：Trading options as a professonal & volatility surface
10 个回复 - 4575 次查看 2013-9-30 11:12 - 06094113 - 金融工程（数量金融）与金融衍生品
10 个回复 - 4575 次查看 2013-9-30 11:12 - 06094113 - 金融工程（数量金融）与金融衍生品
An empirical model of volatility of returns and option pricing
1 个回复 - 582 次查看 【作者(必填)】 Joseph L.McCauleya[/backcolor]Gemunu H.[/backcolor] 【文题(必填)】 An empirical model of volatility of returns and option pricing【年份(必填)】 Physica A: Statistical Mechanics and ...2018-11-2 23:28 - leosong - 求助成功区
1 个回复 - 582 次查看 【作者(必填)】 Joseph L.McCauleya[/backcolor]Gemunu H.[/backcolor] 【文题(必填)】 An empirical model of volatility of returns and option pricing【年份(必填)】 Physica A: Statistical Mechanics and ...2018-11-2 23:28 - leosong - 求助成功区
求Option Valuation under Stochastic Volatility II: With Mathematica Code
4 个回复 - 2045 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
4 个回复 - 2045 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
免費 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance
5 个回复 - 1428 次查看 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance swaps / gamma swaps, options on variance and futures on VIX / vStoxx Colin Bennett While volatility trading has histor ...2017-8-23 23:58 - martinnyj - 金融学（理论版）
5 个回复 - 1428 次查看 TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance swaps / gamma swaps, options on variance and futures on VIX / vStoxx Colin Bennett While volatility trading has histor ...2017-8-23 23:58 - martinnyj - 金融学（理论版）
implied volatility surface from OptionMetrics
0 个回复 - 1311 次查看 我需要一个implied volatiity surface的 sample， 但我没有OptionMetrics的 access，可以有人帮我下载这个data么？价钱好说，谢谢。2018-4-23 04:23 - xlnzw - 金融工程（数量金融）与金融衍生品
0 个回复 - 1311 次查看 我需要一个implied volatiity surface的 sample， 但我没有OptionMetrics的 access，可以有人帮我下载这个data么？价钱好说，谢谢。2018-4-23 04:23 - xlnzw - 金融工程（数量金融）与金融衍生品
Option Volatility & Pricing Workbook
13 个回复 - 1307 次查看 English | ISBN: 126011693X | 2017 | EPUB | 334 pages | 21 MB Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg's Op ...2017-12-21 21:57 - igs816 - 经管书评
13 个回复 - 1307 次查看 English | ISBN: 126011693X | 2017 | EPUB | 334 pages | 21 MB Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg's Op ...2017-12-21 21:57 - igs816 - 经管书评
Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 783 次查看 【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区
1 个回复 - 783 次查看 【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区
Pricing of foreign exchange options under the Heston stochastic volatility model
2 个回复 - 1093 次查看 【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区
2 个回复 - 1093 次查看 【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区
Options Pricing Models and Volatility Using Excel-VBA随书光盘
16 个回复 - 7997 次查看 随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2010-6-19 23:14 - rensf63 - 金融学（理论版）
16 个回复 - 7997 次查看 随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2010-6-19 23:14 - rensf63 - 金融学（理论版）
Option Volatility Trading Strategies
11 个回复 - 2092 次查看 【作者(必填)】 Sheldon Natenberg 【文题(必填)】Option Volatility Trading Strategies 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/book/10.1002/97811192044732015-11-20 23:20 - Bumboo - 求助成功区
11 个回复 - 2092 次查看 【作者(必填)】 Sheldon Natenberg 【文题(必填)】Option Volatility Trading Strategies 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/book/10.1002/97811192044732015-11-20 23:20 - Bumboo - 求助成功区
求文献VIX futures and options: Pricing and using volatility products to manage..
5 个回复 - 2400 次查看 【作者(必填)】Moran M T, Dash S[/backcolor] 【文题(必填)】VIX futures and options: Pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios 【年份 ...2014-2-24 23:46 - 白塔湖123 - 文献求助专区
5 个回复 - 2400 次查看 【作者(必填)】Moran M T, Dash S[/backcolor] 【文题(必填)】VIX futures and options: Pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios 【年份 ...2014-2-24 23:46 - 白塔湖123 - 文献求助专区
求Basic Option Volatility Strategies: Understanding Popular Pricing Models
3 个回复 - 1118 次查看 Basic Option Volatility Strategies: Understanding Popular Pricing Models (Wiley Trading) Paperback by Sheldon Natenberg (Author)2014-2-11 16:35 - 鲛人泣月 - 悬赏大厅
3 个回复 - 1118 次查看 Basic Option Volatility Strategies: Understanding Popular Pricing Models (Wiley Trading) Paperback by Sheldon Natenberg (Author)2014-2-11 16:35 - 鲛人泣月 - 悬赏大厅
The Equity Option Volatility Smile: An Implicit Finite Difference Approach
1 个回复 - 3160 次查看 Leif B. G. Andersen and Rupert Brotherton-Ratcliffe: The Equity Option Volatility Smile: An Implicit Finite Difference Approach. The Journal of Computational Finance,1(2), 1998:5-37.2017-3-28 09:15 - yangc91 - 国内外文献账号区
1 个回复 - 3160 次查看 Leif B. G. Andersen and Rupert Brotherton-Ratcliffe: The Equity Option Volatility Smile: An Implicit Finite Difference Approach. The Journal of Computational Finance,1(2), 1998:5-37.2017-3-28 09:15 - yangc91 - 国内外文献账号区
国外论文：A Path Integral Approach to Option Pricing with Stochastic VolatilitySome E
2 个回复 - 2266 次查看 比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）
2 个回复 - 2266 次查看 比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）
Option.Volatility.and.Pricing.2nd.Edition.2014.Natenberg（第2版英文）
17 个回复 - 4715 次查看 Hall 第2版，总588页，带目录 新手，攒金币用。 .Pricing.2nd.Edition.2014.Natenberg.pdf 文件太大，前一个文件是zip压缩的 后一个文件是不压缩的pdf格式 两个文件是一样的，请根据您的实际情况下载。2015-9-19 08:29 - eytea - 金融工程（数量金融）与金融衍生品
17 个回复 - 4715 次查看 Hall 第2版，总588页，带目录 新手，攒金币用。 .Pricing.2nd.Edition.2014.Natenberg.pdf 文件太大，前一个文件是zip压缩的 后一个文件是不压缩的pdf格式 两个文件是一样的，请根据您的实际情况下载。2015-9-19 08:29 - eytea - 金融工程（数量金融）与金融衍生品
Pricing vulnerable options under a stochastic volatility model
2 个回复 - 926 次查看 【作者(必填)】Sung-Jin Yang , Min-Ku Lee , Jeong-Hoon Kim 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2015-6-18 19:11 - lipj - 求助成功区
2 个回复 - 926 次查看 【作者(必填)】Sung-Jin Yang , Min-Ku Lee , Jeong-Hoon Kim 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2015-6-18 19:11 - lipj - 求助成功区
Sheldon Natenberg: Option Volatility
5 个回复 - 3128 次查看 Sheldon Natenberg: Option Volatility & Pricing Advanced Trading Strategies and Techniques, 2nd Edition2016-7-15 11:54 - mk3chan - 金融工程（数量金融）与金融衍生品
5 个回复 - 3128 次查看 Sheldon Natenberg: Option Volatility & Pricing Advanced Trading Strategies and Techniques, 2nd Edition2016-7-15 11:54 - mk3chan - 金融工程（数量金融）与金融衍生品
Rare shock, two-factor stochastic volatility and currency option pricing
2 个回复 - 775 次查看 【作者(必填)】Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Rare shock, two-factor stochastic volatility and currency option pricing 【年份(必填)】2014 【全文链接或数据库名称(选 ...2016-12-10 14:50 - exuan1991 - 求助成功区
2 个回复 - 775 次查看 【作者(必填)】Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Rare shock, two-factor stochastic volatility and currency option pricing 【年份(必填)】2014 【全文链接或数据库名称(选 ...2016-12-10 14:50 - exuan1991 - 求助成功区
求 Extracting model-free volatility from option prices: An examination of the VI
5 个回复 - 732 次查看 【作者(必填)】Jiang G J, Tian Y S. 【文题(必填)】 Extracting model-free volatility from option prices: An examination of the VIX index 【年份(必填)】2007 【全文链接或数据库名称(选填)】 Journa ...2016-11-19 09:16 - weilinhy - 求助成功区
5 个回复 - 732 次查看 【作者(必填)】Jiang G J, Tian Y S. 【文题(必填)】 Extracting model-free volatility from option prices: An examination of the VIX index 【年份(必填)】2007 【全文链接或数据库名称(选填)】 Journa ...2016-11-19 09:16 - weilinhy - 求助成功区
Estimating the Parameters of Stochastic Volatility Models Using Option Price Dat
1 个回复 - 826 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
1 个回复 - 826 次查看 【作者(必填)】A. S. Hurna, K. A. Lindsaya & A. J. McClellandb 【文题(必填)】Estimating the Parameters of Stochastic Volatility Models Using Option Price Data 【年份(必填)】 2015 【全文链接或数据库 ...2016-7-16 18:08 - hnhs100 - 求助成功区
Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model
0 个回复 - 913 次查看 【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区
0 个回复 - 913 次查看 【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区
The Option Edge - Winning the Volatility Game with Options on Futures
2 个回复 - 2581 次查看 Hey guys, please enjoy!!2009-8-21 23:45 - cytang1101 - 金融学（理论版）
2 个回复 - 2581 次查看 Hey guys, please enjoy!!2009-8-21 23:45 - cytang1101 - 金融学（理论版）
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
1 个回复 - 639 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区
1 个回复 - 639 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区
Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jump
3 个回复 - 1010 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区
3 个回复 - 1010 次查看 【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区
The_Volatility_Edge_in_Options_Trading_New_Technical_Strategies_for_Investing_in
3 个回复 - 2175 次查看 很不错期权书籍，和大家分享。 作者本身是交易员，从一个交易者的角度阐释如何从volatility的角度交易期权，很实用。2015-11-6 19:54 - tedzzx1 - 量化投资
3 个回复 - 2175 次查看 很不错期权书籍，和大家分享。 作者本身是交易员，从一个交易者的角度阐释如何从volatility的角度交易期权，很实用。2015-11-6 19:54 - tedzzx1 - 量化投资
求Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive P
8 个回复 - 3744 次查看 Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive Profits 作 者：Dan Passarelli 著 丛 书 名：Bloomberg Financial 外文书名：从事期权交易的希腊人：时间、波动及其他 ...2014-2-12 10:59 - 鲛人泣月 - 悬赏大厅
8 个回复 - 3744 次查看 Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive Profits 作 者：Dan Passarelli 著 丛 书 名：Bloomberg Financial 外文书名：从事期权交易的希腊人：时间、波动及其他 ...2014-2-12 10:59 - 鲛人泣月 - 悬赏大厅
Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1038 次查看 【作者(必填)】 【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区
1 个回复 - 1038 次查看 【作者(必填)】 【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区
Robust Hedging Performance And Volatility Risk In Option Markets
3 个回复 - 751 次查看 【作者(必填)】Chuan-Hsiang Hana, , , Chien-Hung Changb, , Chii-Shyan Kuoc, , Shih-Ti Yua, 【文题(必填)】Robust hedging performance and volatility risk in option markets: Application to Standard an ...2015-5-4 15:42 - lipj - 求助成功区
3 个回复 - 751 次查看 【作者(必填)】Chuan-Hsiang Hana, , , Chien-Hung Changb, , Chii-Shyan Kuoc, , Shih-Ti Yua, 【文题(必填)】Robust hedging performance and volatility risk in option markets: Application to Standard an ...2015-5-4 15:42 - lipj - 求助成功区
求Option Valuation Under Stochastic Volatility
3 个回复 - 4521 次查看 哪位大哥上传一下,好书能卖好价格. Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis (Author) Paperback: 350 pages Publisher: Finance Press (February 1, 2000) ...2008-2-11 04:24 - fengyun8323 - 金融学（理论版）
3 个回复 - 4521 次查看 哪位大哥上传一下,好书能卖好价格. Option Valuation Under Stochastic Volatility: With Mathematica Code by Alan L. Lewis (Author) Paperback: 350 pages Publisher: Finance Press (February 1, 2000) ...2008-2-11 04:24 - fengyun8323 - 金融学（理论版）
Option Pricing Models and Volatility Using Excel-VBA 随书光盘
19 个回复 - 5945 次查看 随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2009-10-11 01:00 - sodacola - 金融学（理论版）
19 个回复 - 5945 次查看 随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2009-10-11 01:00 - sodacola - 金融学（理论版）
求文献Option pricing under stochastic volatility
1 个回复 - 878 次查看 the exponential Ornstein–Uhlenbeck model 作者 Josep Perelló, Ronnie Sircar, Jaume Masoliver 发表日期 2008/6/1 期刊 Journal of Statistical Mechanics: Theory and Experiment 卷号 2008 ...2015-3-12 23:21 - weilinhy - 求助成功区
1 个回复 - 878 次查看 the exponential Ornstein–Uhlenbeck model 作者 Josep Perelló, Ronnie Sircar, Jaume Masoliver 发表日期 2008/6/1 期刊 Journal of Statistical Mechanics: Theory and Experiment 卷号 2008 ...2015-3-12 23:21 - weilinhy - 求助成功区
The New Option Secret - Volatility: The Weapon of the Professional Trader
31 个回复 - 4033 次查看 Discover how option volatility indicates market tops/bottoms, which strategy is to use, how it indicates whether options should be bought or sold & how it can be used to take advantage of premium "dis ...2015-1-30 00:26 - 大家开心 - 金融学（理论版）
31 个回复 - 4033 次查看 Discover how option volatility indicates market tops/bottoms, which strategy is to use, how it indicates whether options should be bought or sold & how it can be used to take advantage of premium "dis ...2015-1-30 00:26 - 大家开心 - 金融学（理论版）
求The Volatility Edge in Options Trading
4 个回复 - 1337 次查看 全称是The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets2014-1-24 09:26 - 鲛人泣月 - 求助成功区
4 个回复 - 1337 次查看 全称是The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets2014-1-24 09:26 - 鲛人泣月 - 求助成功区
ghA closed-form solution for options with stochastic volatility with application
1 个回复 - 750 次查看 【作者(必填)】 【文题(必填)】A closed-form solution for options with stochastic volatility with applications 【年份(必填)】 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/conten ...2015-2-8 00:22 - ssylzz - 求助成功区
1 个回复 - 750 次查看 【作者(必填)】 【文题(必填)】A closed-form solution for options with stochastic volatility with applications 【年份(必填)】 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.org/conten ...2015-2-8 00:22 - ssylzz - 求助成功区
Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 728 次查看 【作者(必填)】 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 Volume 7, Is ...2015-2-8 00:53 - ssylzz - 求助成功区
1 个回复 - 728 次查看 【作者(必填)】 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 Volume 7, Is ...2015-2-8 00:53 - ssylzz - 求助成功区
Pricing options under stochastic volatility: a power series approach
2 个回复 - 2062 次查看 [/td][/tr][/table]2009-7-2 00:19 - 智能xyz - 金融学（理论版）
2 个回复 - 2062 次查看 [/td][/tr][/table]2009-7-2 00:19 - 智能xyz - 金融学（理论版）
Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 706 次查看 【作者(必填)】 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】Mathematical F ...2015-1-14 11:29 - ssylzz - 求助成功区
1 个回复 - 706 次查看 【作者(必填)】 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】Mathematical F ...2015-1-14 11:29 - ssylzz - 求助成功区
Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
3 个回复 - 1075 次查看 【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2015-1-11 19:26 - lipj - 求助成功区
3 个回复 - 1075 次查看 【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2015-1-11 19:26 - lipj - 求助成功区
求正式版Variance-optimal hedging for target volatility options
1 个回复 - 1271 次查看 【作者(必填)】 【文题(必填)】Variance-optimal hedging for target volatility options 【年份(必填)】Pages: 207 - 218, Volume 10, Issue 1, January 2014 【全文链接或数据库名称(选填)】https://ai ...2015-1-7 06:55 - ssylzz - 文献求助专区
1 个回复 - 1271 次查看 【作者(必填)】 【文题(必填)】Variance-optimal hedging for target volatility options 【年份(必填)】Pages: 207 - 218, Volume 10, Issue 1, January 2014 【全文链接或数据库名称(选填)】https://ai ...2015-1-7 06:55 - ssylzz - 文献求助专区
BULLSH*T FREE GUIDE TO OPTION VOLATILITY: Making Sense Of Market Mayhem
26 个回复 - 817 次查看 BULLSH*T FREE GUIDE TO OPTION VOLATILITY: Making Sense Of Market Mayhem If you have a desire to be a successful options trader, you need to have an excellent understanding of option volatility. W ...2014-12-5 21:29 - tigerwolf - 金融工程（数量金融）与金融衍生品
26 个回复 - 817 次查看 BULLSH*T FREE GUIDE TO OPTION VOLATILITY: Making Sense Of Market Mayhem If you have a desire to be a successful options trader, you need to have an excellent understanding of option volatility. W ...2014-12-5 21:29 - tigerwolf - 金融工程（数量金融）与金融衍生品
Option volatility & pricing advanced trading strategies and techniques
6 个回复 - 4593 次查看 hull的书19章提到的参考书，探讨期权波动率的书籍，供参考。 DJVU版本，可用winDJview软件查看，或转化为PDF再看。 Product Details [*]Hardcover: 470 pages [*]Publisher: McGraw-Hill; Updated edition ( ...2012-3-2 20:03 - woodren - 金融工程（数量金融）与金融衍生品
6 个回复 - 4593 次查看 hull的书19章提到的参考书，探讨期权波动率的书籍，供参考。 DJVU版本，可用winDJview软件查看，或转化为PDF再看。 Product Details [*]Hardcover: 470 pages [*]Publisher: McGraw-Hill; Updated edition ( ...2012-3-2 20:03 - woodren - 金融工程（数量金融）与金融衍生品
Keene on the Market: Trade to Win Using Unusual Options Activity, Volatility..
92 个回复 - 2212 次查看 Keene on the Market: Trade to Win Using Unusual Options Activity, Volatility, and Earnings by Andrew Keene Wiley; 1 edition | July 29, 2013 | English | ISBN: 1118590767 | 256 pages | PDF | 3 MB A ...2014-10-16 12:05 - tigerwolf - 商学院
92 个回复 - 2212 次查看 Keene on the Market: Trade to Win Using Unusual Options Activity, Volatility, and Earnings by Andrew Keene Wiley; 1 edition | July 29, 2013 | English | ISBN: 1118590767 | 256 pages | PDF | 3 MB A ...2014-10-16 12:05 - tigerwolf - 商学院
Implied Volatility of Oil Futures Options Surrounding OPEC Meetings
1 个回复 - 676 次查看 【作者(必填)】 [*]Stephen M. Horan, Jeffrey H. Peterson, and James Mahar 【文题(必填)】Implied Volatility of Oil Futures Options Surrounding OPEC Meetings 【年份(必填)】2004 【全文链接或数据库 ...2014-12-12 11:22 - jqwxnjq - 求助成功区
1 个回复 - 676 次查看 【作者(必填)】 [*]Stephen M. Horan, Jeffrey H. Peterson, and James Mahar 【文题(必填)】Implied Volatility of Oil Futures Options Surrounding OPEC Meetings 【年份(必填)】2004 【全文链接或数据库 ...2014-12-12 11:22 - jqwxnjq - 求助成功区
求Option values under stochastic volatility: Theory and empirical estimates
1 个回复 - 958 次查看 【作者(必填)】Wiggins J B. 【文题(必填)】 Option values under stochastic volatility: Theory and empirical estimates 【年份(必填)】1987 【全文链接或数据库名称(选填)】Journal of financial econo ...2014-11-13 22:05 - 地下爆菊 - 求助成功区
1 个回复 - 958 次查看 【作者(必填)】Wiggins J B. 【文题(必填)】 Option values under stochastic volatility: Theory and empirical estimates 【年份(必填)】1987 【全文链接或数据库名称(选填)】Journal of financial econo ...2014-11-13 22:05 - 地下爆菊 - 求助成功区
Option Pricing Models and Volatility Using Excel VBA 2007.pdf
43 个回复 - 11623 次查看 我们内训的老师给的，很经典的一本书（WILEY出的），下面摘一点前言： T his book constitutes a guide for implementing advanced option pricing models and volatility in Excel/VBA. It can be used by MBA st ...2009-8-29 20:00 - specialuse - Excel
43 个回复 - 11623 次查看 我们内训的老师给的，很经典的一本书（WILEY出的），下面摘一点前言： T his book constitutes a guide for implementing advanced option pricing models and volatility in Excel/VBA. It can be used by MBA st ...2009-8-29 20:00 - specialuse - Excel
关于Manuel Ammann的relative implied-volatility arbitrage with index options确定
0 个回复 - 1405 次查看 文章通过标的指数的收益率建立OLS回归，然后以此确定波动率之间的关系，即隐含波动率之间的关系。为何不直接通过at-the-money期权计算出隐含波动率，然后将这对隐含波动率做OLS回归，按与文章相同的办法算出系数的上 ...2014-7-24 17:11 - lijiesong - 爱问频道
0 个回复 - 1405 次查看 文章通过标的指数的收益率建立OLS回归，然后以此确定波动率之间的关系，即隐含波动率之间的关系。为何不直接通过at-the-money期权计算出隐含波动率，然后将这对隐含波动率做OLS回归，按与文章相同的办法算出系数的上 ...2014-7-24 17:11 - lijiesong - 爱问频道
