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Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities
book

Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities

by Michael Lovelady
April 2013
Beginner content levelBeginner
336 pages
6h 40m
English
Pearson
Content preview from Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities

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. ...

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Publisher Resources

ISBN: 9780132929233Purchase book