Table of Contents - PAT for Assets
Introduction
PAT in A Two-Asset Environment
Put vs. Call
Custom Function
Square Root-Shaped Payoff
Floored Put
Capped Call
Collar
Gap Put Option
Gap Call Option
Asset or Nothing - Put
Asset or Nothing Call
Cash Or Nothing Put
Cash Or Nothing Call
Supershare 1
Supershare 2
Asymmetric Power Option - Put 1
Asymmetric Power Option - Put 2
Asymmetric Power Option - Call 1
Asymmetric Power Option - Call 2
Butterfly
Straddle
Strangle
Sophisticated Portfolio Example
Recap - PAT in A Two-Asset Environment
PAT in A Three-Asset Environment
Put Option on Asset 2
Square Root-Shaped Payoff
Floored Put on Asset 3
Gap Put Option on Asset 3
Call Options on Asset 2 and Asset 3
Put on Asset 2 and Call on Asset 3
Basket Call Option
Best of Two Assets
Worst of Two Assets
Asymmetric Power Options
Recap - PAT in A Three-Asset Environment
Conclusion
Appendix - PAT Software
Menu
Start
IES Home
|
Contact Us