My Math Forum  

Go Back   My Math Forum > Science Forums > Economics

Economics Economics Forum - Financial Mathematics, Econometrics, Operations Research, Mathematical Finance, Computational Finance


Reply
 
LinkBack Thread Tools Display Modes
January 28th, 2013, 06:22 AM   #1
Newbie
 
Joined: Jan 2013

Posts: 3
Thanks: 0

options

Propose a portfolio of European call and put options
with various strike prices for the eventual price of
CBC (Certain Base Commodity) which has a prescribed
payoff (premium) function P. Namely, P is piecewise
linear and continuous with the values at nodal points
P(0) = 0, P(2) = 12, P(4) = 8, P(5) = -4, P(6) = 8,
P( = 12, P(10) = 0 and P(x) = 0 for x > 10.

Attn. Try to have&emit(sell) as few options as possible

thank you!!
laurita is offline  
 
Reply

  My Math Forum > Science Forums > Economics

Tags
options



Thread Tools
Display Modes


Similar Threads
Thread Thread Starter Forum Replies Last Post
problem of options, help me!! laurita Economics 3 September 9th, 2013 07:45 AM
How many options at the salad bar? testtrail429 Algebra 2 April 11th, 2013 11:11 AM
Are my checked options correct ? roshan2004 Real Analysis 2 October 10th, 2012 11:34 AM
Banking Transaction Signing options Dexter14 Algebra 1 January 16th, 2011 12:42 AM
Time to be creative: Which options do I have for solving thi king.oslo Algebra 4 September 2nd, 2010 04:45 AM





Copyright © 2019 My Math Forum. All rights reserved.