结果：找到“arbitrage in options”相关内容6个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
求助文献一篇，Early Unwinding Strategy in Index Options-Futures Arbitrage
2 个回复 - 563 次查看 【作者(必填)】Cheng, Louis T W Fung, Joseph K W Pang, Castor 【文题(必填)】Early Unwinding Strategy in Index Options-Futures Arbitrage 【年份(必填)】21 (1998) 【全文链接或数据库名称( ...2014-10-29 09:09 - sgping - 求助成功区
2 个回复 - 563 次查看 【作者(必填)】Cheng, Louis T W Fung, Joseph K W Pang, Castor 【文题(必填)】Early Unwinding Strategy in Index Options-Futures Arbitrage 【年份(必填)】21 (1998) 【全文链接或数据库名称( ...2014-10-29 09:09 - sgping - 求助成功区
Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage
3 个回复 - 1689 次查看 一个很好的讲义 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage2010-5-28 11:17 - david_nanj - 数据分析与数据挖掘
3 个回复 - 1689 次查看 一个很好的讲义 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage2010-5-28 11:17 - david_nanj - 数据分析与数据挖掘
Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf
1 个回复 - 1802 次查看 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf2010-6-27 14:44 - stjack1 - 数据分析与数据挖掘
1 个回复 - 1802 次查看 Evolutionary Decision Trees for Stock Index Options and Futures Arbitrage.pdf2010-6-27 14:44 - stjack1 - 数据分析与数据挖掘
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
[求助]arbitrage using credit spread options
4 个回复 - 3299 次查看 2007 Notes Credit Derivatives Topic 55 Page 154... if the strike spreads in the put and call were 40 basis points above LIBOR, and the bond could be sold forward at a rate of 25 basis p ...2008-8-18 11:36 - rn11 - Forum
4 个回复 - 3299 次查看 2007 Notes Credit Derivatives Topic 55 Page 154... if the strike spreads in the put and call were 40 basis points above LIBOR, and the bond could be sold forward at a rate of 25 basis p ...2008-8-18 11:36 - rn11 - Forum
