安装 发表于 2025-3-25 06:14:01

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osteocytes 发表于 2025-3-25 08:27:07

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padding 发表于 2025-3-25 13:51:14

Volatility and Correlation,Implied volatility is central to both the valuation and trading of options as it is the only uncertain variable in the BSM model. Over the last decade there has also been growing interest in equity market correlation, and this chapter covers some of the key characteristics relating to both of these concepts.

BIAS 发表于 2025-3-25 18:19:28

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我要威胁 发表于 2025-3-25 22:08:30

Correlation-Dependent Exotic Options,Although financial markets have toyed with the concept of correlation for almost three decades, it is perhaps only in the last 10–15 years that it has become more ‘mainstream’.

Relinquish 发表于 2025-3-26 02:38:52

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Intentional 发表于 2025-3-26 06:36:31

Investor Applications of Equity Options,This chapter focuses on investor applications of equity options and covers five themes:

彩色 发表于 2025-3-26 10:42:37

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HALL 发表于 2025-3-26 12:40:14

Trading Correlation,The initial coverage of covariance and correlation in Chap. 6 was designed to help readers successfully navigate the option materials that followed. However, the trading of covariance and correlation warrants a separate topic in itself.

修饰语 发表于 2025-3-26 20:00:25

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查看完整版本: Titlebook: Equity Derivatives; Corporate and Instit Neil C Schofield Book 2017 The Editor(s) (if applicable) and The Author(s) 2017 Delta One Products