Durch Anklicken der Bilder können Sie mehr Informationen zum jeweiligen Projekt erhalten.
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Elektromagnetische Felder in Transformatoren |
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Simulation des COREX® Verfahrens |
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Mechanische Belastung in Füßen von Mehlsilos |
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Temperaturverteilung in Scheibenbremsen für Windkraftwerke |
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Kurven, deren Sehnen durch einen Punkt konstante Länge haben |
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Preis einer Europäischen Up&Out Barrier Option in Abhängigkeit von Zeit und Aktienkurs |
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| American Option | ||||||||
| Volatility Curve | Share Price | Calculation Results | ||||||
| not-exercise | ||||||||
| Vol Terms | Volatilities | S | Value | Delta | Gamma | Theta | Vega | probability at |
| expiry | ||||||||
| 30 | 23.00% | 60 | 0.03110 | 0.8282% | 0.0019 | -0.0005 | 0.01356 | 99.5106% |
| 91 | 22.00% | 65 | 0.10383 | 2.2799% | 0.0041 | -0.0013 | 0.03496 | 98.5504% |
| 183 | 21.50% | 70 | 0.28186 | 5.1353% | 0.0074 | -0.0027 | 0.07302 | 96.5131% |
| 365 | 20.00% | 75 | 0.64714 | 9.8367% | 0.0114 | -0.0048 | 0.12864 | 92.9101% |
| Yield Curve | 80 | 1.29774 | 16.5338% | 0.0153 | -0.0073 | 0.19603 | 87.4285% | |
| Terms | Yield | 85 | 2.32857 | 24.9804% | 0.0183 | -0.0099 | 0.26545 | 80.0716% |
| 1 | 5.123% | 90 | 3.81466 | 34.6106% | 0.0200 | -0.0122 | 0.32426 | 71.1844% |
| 30 | 5.126% | 95 | 5.79625 | 44.6907% | 0.0201 | -0.0137 | 0.36371 | 61.3636% |
| 91 | 5.243% | 100 | 8.27912 | 54.5124% | 0.0190 | -0.0143 | 0.38011 | 51.3024% |
| 182 | 5.255% | 105 | 11.23498 | 63.5177% | 0.0169 | -0.0140 | 0.37285 | 41.6419% |
| 365 | 5.346% | 110 | 14.61321 | 71.3656% | 0.0144 | -0.0130 | 0.34700 | 32.8673% |
| 730 | 5.391% | 115 | 18.35192 | 77.9243% | 0.0118 | -0.0115 | 0.30874 | 25.2696% |
| 1096 | 5.433% | 120 | 22.38667 | 83.2264% | 0.0094 | -0.0098 | 0.26415 | 18.9540% |
| 1461 | 5.496% | 125 | 26.65789 | 87.4080% | 0.0074 | -0.0080 | 0.21854 | 13.8850% |
| 1826 | 5.555% | 130 | 31.11387 | 90.6576% | 0.0057 | -0.0062 | 0.17531 | 9.9325% |
Bewertung einer Amerikanischen Option
