结果:找到“Trading volatility”相关内容89个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
[波动率交易]Volatility Trading (Wiley Trading)
31 个回复 - 7829 次查看
Popular guide to options pricing and position sizing for quant tradersIn this second edition of this bestselling book, Sinclair offers a quantitative model for measuring
volatility in order to gain an ...
2015-6-19 13:48 - nelsoncwlee - 量化投资
Volatility Trading, by Euan Sinclair
28 个回复 - 10176 次查看
Volatility
Trading, by Euan Sinclair
[*]Hardcover: 224 pages[*]Publisher: Wiley (June 23, 2008)[*]Language: English[*]ISBN-10: 0470181990[*]ISBN-13: 978-0470181997
2010-7-8 12:41 - mcsyky - 金融学(理论版)
Option Volatility Trading Strategies
11 个回复 - 2102 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/10.1002/9781119204473
2015-11-20 23:20 - Bumboo - 求助成功区
Volatility, Information and Noise Trading
5 个回复 - 2531 次查看
【作者(必填)】
[*]Jean-Pierre Danthine,
[*]Serge Moresi
【文题(必填)】
Volatility, Information and Noise
Trading【年份(必填)】
Volume 37, Issue 5, June 1993, Pages 961–982
【全文链接或数据 ...
2012-5-5 11:48 - 魔岩 - 求助成功区
Volatility Trading- Euan Sinclair (Wiley)
9 个回复 - 5489 次查看
Hardcover: 224 pages Publisher: Wiley (June 23, 2008) Language: English ISBN-10: 0470181990 ISBN-13: 978-0470181997 详细目录可以参见如下的Amazon链接。
http://www.amazon.com/Volatility-
Trading-CD-ROM- ...
2010-2-25 10:24 - wahahahz - 金融学(理论版)
Information, trading, and volatility
1 个回复 - 661 次查看
【作者(必填)】Charles M. Jones, Gautam Kaul, Marc L. Lipson
【文题(必填)】Information, trading, and
volatility
【年份(必填)】1994
【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sc ...
2016-8-23 13:45 - blueskyy - 求助成功区
Trading Volatility - Equity Derivatives
3 个回复 - 1653 次查看
CONTENTS
While there are many different aspects to
volatility trading, not all of them are suitable for all investors. In
order to allow easy navigation, we have combined the sections into six chapt ...
2016-1-2 13:52 - ytw1018 - 量化投资
Volatility Trading CD-ROM
5 个回复 - 2196 次查看
Volatility
Trading, + CD-ROM (Wiley
Trading)[Hardcover]Euan Sinclair
(Author)
[*]Hardcover: 224 pages[*]Publisher: Wiley (June 23, 2008)[*]Language: English[*]ISBN-10: 9780470181997[*]ISBN-13: ...
2011-6-6 20:47 - jerry780 - 金融学(理论版)
Volatility Trading
3 个回复 - 1610 次查看
请教一下Volatility Modelling和trading的方法.用GARCH, EGARCH做完forecast以后改如何trade?
已经知道的方法有三种:
1. straddle
2. Delta Hedged option
3. Variance Swap
前两种有什么不一样,再实施的时候应 ...
2010-6-29 02:38 - tianjinxtl - 金融工程(数量金融)与金融衍生品