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Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6338 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

The representation of American options prices under stochastic volatility and ju
1 个回复 - 592 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

Volatility model applications in China's SSE50 options market
1 个回复 - 626 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

Volatility / Vix Trading: Your Step-by-Step Guide to Stock Trading and Options
41 个回复 - 5958 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

Volatility Surface and Term Structure: High-profit Options Trading Strategies
0 个回复 - 692 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）

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 611 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 - 1800 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

Volatility --Practical Options Theory
6 个回复 - 1881 次查看 20182019-4-4 06:13 - Xaah - 投资人（实务版）

Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1152 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 - 9125 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）

volatility - practical options theory (2018)
5 个回复 - 1768 次查看 volatility - practical options theory (2018) (.epub)2018-12-14 17:38 - loneshark - 投资人（实务版）

CBOE培训老师推荐书籍：Trading options as a professonal & volatility surface
10 个回复 - 4596 次查看 2013-9-30 11:12 - 06094113 - 金融工程（数量金融）与金融衍生品

免費　TRADING VOL WITHOUT OPTIONS Guide to volatility swaps / variance
5 个回复 - 1469 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）

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 792 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 - 1099 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 - 8020 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）

求文献VIX futures and options: Pricing and using volatility products to manage..
5 个回复 - 2415 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

Pricing vulnerable options under a stochastic volatility model
2 个回复 - 929 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

The Option Edge - Winning the Volatility Game with Options on Futures
2 个回复 - 2609 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 - 645 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 - 1016 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 - 2187 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

Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1049 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

求The Volatility Edge in Options Trading
4 个回复 - 1358 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 - 753 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 - 732 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 - 2067 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 - 709 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 - 1079 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 - 1298 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

Keene on the Market: Trade to Win Using Unusual Options Activity, Volatility..
92 个回复 - 2392 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 - 682 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

关于Manuel Ammann的relative implied-volatility arbitrage with index options确定
0 个回复 - 1407 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

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
2 个回复 - 1141 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)】 ...2014-7-1 23:50 - lipj - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
0 个回复 - 1778 次查看 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates REHEZ AHLIPa & MAREK RUTKOWSKIb* Accepted: 10 Jan 2013Published online: 16 May 2013Quantitati ...2014-5-8 19:25 - sqq19860225 - 论文版

求书：Options for Volatile Markets: Managing Volatility and Protecting...
2 个回复 - 1363 次查看 http://www.amazon.com/Options-Volatile-Markets-Volatility-Catastrophic/dp/11180222622014-5-2 00:45 - carvel - 悬赏大厅

Pricing vulnerable options under a stochastic volatility model
1 个回复 - 717 次查看【作者(必填)】Sung-Jin Yanga, , Min-Ku Leeb, , Jeong-Hoon Kima, , 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】Applied Mathematics Letters Volum ...2014-4-3 19:04 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
1 个回复 - 500 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( ...2014-2-20 15:53 - hnhs100 - 求助成功区

一道题：Discuss how options can be used for trading volatility.
4 个回复 - 2498 次查看今天教授留了道题：Discuss how options can be used for trading volatility. 硬是没想通啥叫trading volatility？是指通过implied volatility来进行某种套利吗？也不对啊，反正百思不得其解，找遍参考书和网站也没 ...2013-4-6 04:37 - 涩涩的猪 - 金融工程（数量金融）与金融衍生品

Pricing foreign currency options with stochastic volatility
1 个回复 - 666 次查看【作者(必填)】Angelo Melino, Stuart M. Turnbull 【文题(必填)】Pricing foreign currency options with stochastic volatility 【年份(必填)】Journal of Econometrics Volume 45, Issues 1–2, July–Aug ...2013-9-17 15:04 - ssylzz - 求助成功区

A closed-form solution for options with stochastic volatility with applications
1 个回复 - 4021 次查看【作者(必填)】 [*]SL Heston 【文题(必填)】A closed-form solution for options with stochastic volatility with applications to bond and currency options 【年份(必填)】Rev. Financ. Stud. (1993) ...2013-4-19 20:17 - ssylzz - 求助成功区

[求助成功]Pricing foreign currency options with stochastic volatility
1 个回复 - 1234 次查看【作者(必填)】 Angelo Melino, Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】 http://dx.doi ...2013-4-16 15:17 - NoHL - 求助成功区

Pricing foreign currency options with stochastic volatility
2 个回复 - 696 次查看【作者(必填)】 [*]Angelo Melino, [*]Stuart M. Turnbull 【文题(必填)】 Pricing foreign currency options with stochastic volatility 【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://w ...2013-3-23 06:57 - pan1111111 - 求助成功区

Volatility Illuminated: Empowering Forex, Stocks, Options & Futures Traders
4 个回复 - 1967 次查看 Mark Whistler "Volatility Illuminated: Empowering Forex, Stocks, Options & Futures Traders (Volume 1)" CreateSpace | English | 2009-07-29 | ISBN: 1441490795 | 466 pages | PDF | 17 MB Why is Vola ...2010-1-7 15:15 - zhaohailei - 金融学（理论版）

Realizing smiles: Options pricing with realized volatility
2 个回复 - 899 次查看【作者(必填)】 [*]Fulvio Corsia, , [*]Nicola Fusarib, , , [*]Davide La Vecchiac, 【文题(必填)】Realizing smiles: Options pricing with realized volatility 【年份(必填)】2013 【全文链接或 ...2013-3-3 08:56 - hnhs100 - 求助成功区

求文章Stock market volatility and the information content of stock index options
0 个回复 - 1368 次查看哪位朋友有Stock market volatility and the information content of stock index options 这篇文章急需谢谢2011-5-29 17:51 - 雪莲妹 - 计量经济学与统计软件

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