Class BuyAndHold

  extended byExamples.Trading.BuyAndHold

public class BuyAndHold
extends java.lang.Object

Console program allocating a constant volatility asset and examining the buy and hold strategy. 100 shares are bought at time t=0 and held to the horizon. Computes the means and standard deviations of:

All except the last quantity are discounted amounts and all are evaluated at the time horizon T. Parameters (time to expiration, volatility,...) fixed in source code. No user interaction. 10,000 paths of the underlying asset are simulated.

Constructor Summary
Method Summary
static void main(java.lang.String[] args)
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail


public BuyAndHold()
Method Detail


public static void main(java.lang.String[] args)