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Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6474 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

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 670 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）

Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 805 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 - 1109 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 - 8092 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 - 2440 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 - 942 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

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
1 个回复 - 651 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 - 1029 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

Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1058 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

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 738 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 - 2077 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 - 716 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 - 1089 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

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
2 个回复 - 1149 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 - 1800 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

Pricing vulnerable options under a stochastic volatility model
1 个回复 - 726 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 - 504 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

Pricing foreign currency options with stochastic volatility
1 个回复 - 675 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

[求助成功]Pricing foreign currency options with stochastic volatility
1 个回复 - 1243 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 - 701 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

Realizing smiles: Options pricing with realized volatility
2 个回复 - 908 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

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