Package Examples.Paths

Package description: Examples.Paths

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          Description

Class Summary
CallDeltaPaths Displays paths of the call delta computed along simulated paths of the unerlying.
CallThetaPaths Displays paths of the call theta computed along simulated paths of the unerlying.
JumpAssetPaths Displays paths of a jump asset.
 

Package Examples.Paths Description

Package description: Examples.Paths

Examples plotting various paths. Useful mainly as examples of the use of the class Graphics.PathFrame. The paths of call deltas and call thetas were investigated to see what sort of variability these quantities exhibit during the life of the call option.