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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| Format: | Final Year Project (FYP) |
| Language: | English |
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2012
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| Online Access: | http://hdl.handle.net/10356/50117 |