Class DollarCostAveraging

  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
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 DollarCostAveraging()
Method Detail


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