Strumenti Utente
en:montecarlo_simulation
Differenze
Queste sono le differenze tra la revisione selezionata e la versione attuale della pagina.
| Prossima revisione | Revisione precedente | ||
|
en:montecarlo_simulation [2016/09/12 08:45] 127.0.0.1 modifica esterna |
en:montecarlo_simulation [2017/09/18 17:42] (versione attuale) playoptions |
||
|---|---|---|---|
| Linea 4: | Linea 4: | ||
| {{ :montecarlo_1.png?nolink&1200 |}} | {{ :montecarlo_1.png?nolink&1200 |}} | ||
| + | |||
| + | ---- | ||
| + | |||
| + | ====Video Tutorial==== | ||
| + | |||
| + | |{{ :film_camera_35mm_b_24.png |}}|15/09/2016|[[https://youtu.be/aZovUk2wF-M| Simulazione Montecarlo - Panoramica]]| 17:37|{{ :italy_24.png |}}| | ||
| + | |||
| + | **Click [[video_tutorial|here]] to watch others [[video_tutorial|Video di Iceberg]]** | ||
| ---- | ---- | ||
| Linea 27: | Linea 35: | ||
| {{:montecarlo_3.png?nolink |}} At Expiry (European style options) \\ | {{:montecarlo_3.png?nolink |}} At Expiry (European style options) \\ | ||
| - | * Above Upside Break-Even: It indicates the percentage of probability that at expiry the price of the underlying is higher of Upside Break-Even Point; | + | * Above Upside Break-Even: it indicates the percentage of probability that at expiry the price of the underlying is higher of Upside Break-Even Point; |
| - | * Below Downside Break-Even: It indicates the percentage of probability that at expiry the price of the underlying is lower of Downside Break-Even Point; | + | * Below Downside Break-Even: it indicates the percentage of probability that at expiry the price of the underlying is lower of Downside Break-Even Point; |
| - | * Between Up and Down BEPs: It indicates the percentage of probability that at expiry the price of the underlying is between the Break-Even Points; | + | * Between Up and Down BEPs: it indicates the percentage of probability that at expiry the price of the underlying is between the Break-Even Points; |
| - | * Above Up or Below Down BEPs: It indicates the percentage of probability that at expiry the price of the underlying is out of Break-Even Points. | + | * Above Up or Below Down BEPs: it indicates the percentage of probability that at expiry the price of the underlying is out of Break-Even Points; |
| + | * Highest Value: it indicates the highest value obtains by simulation; | ||
| + | * Lowest Value: it indicates the lowest value obtains by simulation. | ||
| \\ | \\ | ||
| Linea 42: | Linea 52: | ||
| * Above Up OR Below Down BEPs: It indicates the percentage probability that the price of the underlying has been **at least one time** highter of Upside Break-Even Point **OR** lower of Downside Break-Even Point in the time frame set in the Simulation Day; | * Above Up OR Below Down BEPs: It indicates the percentage probability that the price of the underlying has been **at least one time** highter of Upside Break-Even Point **OR** lower of Downside Break-Even Point in the time frame set in the Simulation Day; | ||
| * Above Up AND Below Down BEPs: It indicates the percentage probability that the price of the underlying has been **at least one time** highter of Upside Break-Even Point **AND** lower of Downside Break-Even Point in the time frame set in the Simulation Day; | * Above Up AND Below Down BEPs: It indicates the percentage probability that the price of the underlying has been **at least one time** highter of Upside Break-Even Point **AND** lower of Downside Break-Even Point in the time frame set in the Simulation Day; | ||
| + | * Highest Value: it indicates the highest value obtains by simulation; | ||
| + | * Lowest Value: it indicates the lowest value obtains by simulation. | ||
| ---- | ---- | ||
en/montecarlo_simulation.1473662749.txt.gz · Ultima modifica: 2016/09/15 20:56 (modifica esterna)
Questo sito è ottimizzato per una risoluzione dello schermo di almeno 1920 x 1080.
Ad eccezione da dove è diversamente indicato, il contenuto di questo wiki è soggetto alla seguente licenza: CC Attribution-Share Alike 3.0 Unported
Ad eccezione da dove è diversamente indicato, il contenuto di questo wiki è soggetto alla seguente licenza: CC Attribution-Share Alike 3.0 Unported
