English, Article edition: ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY Sinha PANKAJ; Johar ARCHIT

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Bookmark: http://trove.nla.gov.au/version/104411
Physical Description
  • article
Language
  • English

Edition details

Title
  • ALGORITHM FOR PAYOFF CALCULATION FOR OPTION TRADING STRATEGIES USING VECTOR TERMINOLOGY
Author
  • Sinha PANKAJ
  • Johar ARCHIT
Physical Description
  • article
Notes
  • 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.
  • option trading strategy, payoff, vector, vanilla and exotic option
  • RePEc:ush:jaessh:v:4:y:2009:i:2(8)_summer2009:65
Language
  • English
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