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Calendar spread
Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces
VERTICAL SPREADS: Taking Advantage of Intrinsic Option Value
A Glossary of Securities and Financial Terms
Volatility As Investment - Crash Protection with Calendar Spreads of Variance Swaps
漢英詞彙
Spread Scanner Guide Spread Scanner Guide
Copyrighted Material
Arbitrage Spread.Pdf
The Option Trader Handbook Strategies and Trade Adjustments
Causes of Market Anomalies of Crude Oil Calendar Spreads: Does Theory of Storage Address the Issue?”
Gas Storage Valuation Methodologies, Quantitative Analysis & Trading Strategies
Bond Futures Calendar Spread Trading
Calendar Spread Options for Storable
Recognized Strategies the Table Below Lists the Recognized Strategies (Including Volatility Trades) That May Be Traded on E-Cbot
Arbitrage-Free SVI Volatility Surfaces Arxiv:1204.0646V4 [Q-Fin.PR]
The Volatility Surface: Statics and Dynamics
Adjusting Calendar Spreads
Forecasting Implied Volatility in a Risk Management Problem
Top View
Commodity Option Pricing Is a Must-Read for Option Traders, Risk Managers and Quantita- Tive Analysts
Trading Strategies Involving Options
A Glossary of Securities and Financial Terms
Free (Almost) Variance Insurance ∗
Appendix: Some Source Codes
Spread Options, Exchange Options and Arithmetic Brownian Motion
PRICING and HEDGING SPREAD OPTIONS Whether the Motivation Comes from Speculation, Basis Risk Mitigation, Or Even Asset Valuation
Trading Strategies Involving European Options
Trading Strategies Involving Options Outline Strategies Principal-Protected Notes an Option & Its Underlying Spreads Combinations
General Description of Strategies
Project Report
Calendar Spreads: Enter the Underlying Contract and Add S1, S2, S3
Calendar Spread Exchange Options Pricing with Gaussian Random Fields
Feapresentation Expert Sessions at Flame14
Trading Strategies Involving Options
Pricing Corn Calendar Spread Options by Juheon Seok and B
CME Clearing360
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
Seeking Outsized Returns Using American Options
Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads
Spread Futures
The Synthetic Matching of Calendar Spreads the Synthetic Matching of Calendar Spreads
Extracting Higher Option Value from Physical Assets
Gas Storage Valuation and Hedging: a Quantification of Model Risk
Analysis and Valuation of European-Style and American-Style Exchange and Spread Options: the Brazilian Case
How the Double Calendar Strategy Works
Calendar Spreads
Being Honest About Option Pricing: What the Market Can Tell You and Why It Matters
Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads
Robust Calibration for SVI Model Arbitrage Free Tahar Ferhati
Lecture 2. the SVI Arbitrage-Free Volatility Surface Parameterization
Arxiv:1210.7111V4 [Q-Fin.PR] 27 May 2016 Rmteescfrtgatep/M008436/1
Building Statistical Arbitrage Trading Strategies: Market Making in Bitcoin & Gold Futures Contracts
Derivative Securities: Lecture 4 Introduction to Option Pricing
Calendar Spread Options for Storable Commodities