Volume Visualization of Payoff Regions for Derivatives Risk Management

Simple item page
dc.contributor.authorFei, Tan Tohen_US
dc.contributor.authorPrakash, Edmond Cyrilen_US
dc.contributor.editorK. Mueller and A. Kaufmanen_US
dc.date.accessioned2014-01-29T17:20:57Z
dc.date.available2014-01-29T17:20:57Z
dc.date.issued2001en_US
dc.description.abstractVolume visualization of derivatives helps us discover risks, which hitherto have been elusive with traditional surface plots. In this paper, we would like to address the volatility visualization issue, which is one of the critical components in Option pricing, by incorporating volume visualization for better risk management. By enabling the visualization of volatility changes in risk profiling, combining with another two Option s value determinants (i.e. the underlying asset spot price and days to maturity), a much better understanding about the risk involved in a portfolio can be achieved, particularly when the fluctuation of the asset is highly uncertain.en_US
dc.description.seriesinformationVolume Graphicsen_US
dc.identifier.isbn3-211-83737-Xen_US
dc.identifier.issn1727-8376en_US
dc.identifier.urihttps://doi.org/10.2312/VG/VG01/345-353en_US
dc.publisherThe Eurographics Associationen_US
dc.titleVolume Visualization of Payoff Regions for Derivatives Risk Managementen_US
Files
Collections
VG01: Volume Graphics Workshop 2001