Modeling Advanced Options Strategies

Robert Mamayev

Chapter Chapter 7 in Data Modeling of Financial Derivatives, 2013, pp 149-161 from Springer

Abstract: Abstract This chapter shows how financial engineers combine various contracts to produce unique and useful profit patterns. Previous chapters were primarily concerned with a singular contract, which you learned how to model with the help of specific business rules. This chapter explains the profit patterns and mechanics of compound contracts and demonstrates the ways they can be modeled. The discussion begins with a simple strategy involving one stock and one option.

Keywords: Trading Strategy; Call Option; Strike Price; Underlying Asset; Contract Type (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4302-6590-0_7

Ordering information: This item can be ordered from
http://www.springer.com/9781430265900

DOI: 10.1007/978-1-4302-6590-0_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().