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en:montecarlo_simulation
Differenze
Queste sono le differenze tra la revisione selezionata e la versione attuale della pagina.
| Entrambe le parti precedenti la revisione Revisione precedente | |||
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en:montecarlo_simulation [2016/09/15 20:56] playoptions |
en:montecarlo_simulation [2017/09/18 17:42] (versione attuale) playoptions |
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| {{: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. | ||
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| * 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. | ||
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en/montecarlo_simulation.1473965766.txt.gz · Ultima modifica: 2016/09/15 20:56 da playoptions
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Ad eccezione da dove è diversamente indicato, il contenuto di questo wiki è soggetto alla seguente licenza: CC Attribution-Share Alike 3.0 Unported
