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Modeling Options

In: Data Modeling of Financial Derivatives

Author

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  • Robert Mamayev

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.

Suggested Citation

  • Robert Mamayev, 2013. "Modeling Options," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 113-147, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4302-6590-0_6
    DOI: 10.1007/978-1-4302-6590-0_6
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