Modeling Options

Robert Mamayev

Chapter Chapter 6 in Data Modeling of Financial Derivatives, 2013, pp 113-147 from Springer

Abstract: Abstract Previous chapters familiarized you with futures and forward contracts, which allow investors to lock in future asset prices either in the OTC market (as in forward contracts) or in an exchange-controlled environment (as in futures contracts). You learned how their respective business requirements should be modeled and how to design data structures to accommodate their respective business rules. This chapter follows the same overall pattern in modeling another important derivative instrument: the option.

Keywords: Option Price; Call Option; Stock Option; Expiration Date; Strike Price (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4302-6590-0_6

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DOI: 10.1007/978-1-4302-6590-0_6

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