2001 | OriginalPaper | Buchkapitel
Volume Visualization of Payoff Regions for Derivatives Risk Management
verfasst von : Tan Toh Fei, Edmond Cyril Prakash
Erschienen in: Volume Graphics 2001
Verlag: Springer Vienna
Enthalten in: Professional Book Archive
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
Volume visualization of derivatives helps us discover risks, which hitherto have been elusive with traditional surface plots. In this paper, we would like to address the volatility visualization issue, which is one of the critical components in Option pricing, by incorporating volume visualization for better risk management. By enabling the visualization of volatility changes in risk profiling, combining with another two Option’s value determinants (i.e. the underlying asset spot price and days to maturity), a much better understanding about the risk involved in a portfolio can be achieved, particularly when the fluctuation of the asset is highly uncertain.