8. Stock-Only Investment Profile
This chapter explains how to build the stock-only investment profile. As described in the last chapter, this profile combines information about profits with an underlying probability distribution. The idea behind investment profiles is to add richness to the description of an investment, in terms of both the underlying calculations and the graphics that are helpful in visualizing what might happen in the future. It is a more rubust framework that incorporates information from the options markets and volatility into future stock price estimates.
Chapter 8 is the first of three chapters on the structured security model. This chapter covers the display page and the links to the Calc Engine for a stock-only investment. ...
Get Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
