Modeling Options
We have now indicated the two operations of our understanding, intuition and deduction, on which alone we have said we must rely in the acquisition of knowledge.
—René Descartes, Regulae ad Directionem Ingenii
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 ...
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