Modeling Options

  • Robert Mamayev


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.


Option Price Call Option Stock Option Expiration Date Strike Price 
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Copyright information

© Robert Mamayev 2013

Authors and Affiliations

  • Robert Mamayev
    • 1
  1. 1.NYUS

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