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Modeling Advanced Options Strategies

In: Data Modeling of Financial Derivatives

Author

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  • Robert Mamayev

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.

Suggested Citation

  • Robert Mamayev, 2013. "Modeling Advanced Options Strategies," Springer Books, in: Data Modeling of Financial Derivatives, chapter 0, pages 149-161, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4302-6590-0_7
    DOI: 10.1007/978-1-4302-6590-0_7
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