Logo
Munich Personal RePEc Archive

Algorithm for payoff calculation for option trading strategies using vector terminology

Sinha, Pankaj and Johar, Archit (2009): Algorithm for payoff calculation for option trading strategies using vector terminology.

[thumbnail of MPRA_paper_15264.pdf]
Preview
PDF
MPRA_paper_15264.pdf

Download (368kB) | Preview

Abstract

The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the commonly option trading strategies.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.