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Modeling Options

  • Robert Mamayev
Chapter

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 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Robert Mamayev 2013

Authors and Affiliations

  • Robert Mamayev
    • 1
  1. 1.NYUS

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