Examples.Trading
Class DollarCostAveraging

java.lang.Object
  extended byExamples.Trading.DollarCostAveraging

public class DollarCostAveraging
extends java.lang.Object

Console program allocating a constant volatility asset and examining the dollar cost averaging strategy 100 shares are bought at time t=0 and at equal time intervals thereafter regardless of current price. Computes the mean and standard deviation 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
DollarCostAveraging()
           
 
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

DollarCostAveraging

public DollarCostAveraging()
Method Detail

main

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