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.
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© 2013 Robert Mamayev
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Mamayev, R. (2013). Modeling Advanced Options Strategies. In: Data Modeling of Financial Derivatives. Apress, Berkeley, CA. https://doi.org/10.1007/978-1-4302-6590-0_7
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DOI: https://doi.org/10.1007/978-1-4302-6590-0_7
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Publisher Name: Apress, Berkeley, CA
Print ISBN: 978-1-4302-6589-4
Online ISBN: 978-1-4302-6590-0
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