Options volatility modelling and trading system incorporating EFSM

It is well acknowledged that financial volatility implies financial risk. Therefore, an accurate prediction of financial volatility is of critical significance. A substantial part of professional option trading focuses strictly on volatility and ignores the direction of the underlying market. Part o...

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Bibliographic Details
Main Author: Chan, Andy Jia Wei.
Other Authors: Quek Hiok Chai
Format: Final Year Project
Language:English
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/10356/50117
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Institution: Nanyang Technological University
Language: English

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