Pictures and Illustrations

© R. Seydel 1994-2004, P. Heider 2003

The figures and photographs may be downloaded and used, but only with correct quoting!

list of all photographs

(right-hand photo: floor of the CBOT, Chicago Board of Trade, 1994)

CBOT, Board of Trade in Chicago

Colored Illustrations supplementing the book (pdf-files)

(K=strike, T=time to expiration, r=risk-free interest, vola=volatility, t=time, S=price of underlying)

see also Topics in Computational Finance

No. of figure filedata
5th ed.1st ed.
1.51.4 pdfAm. put, T=1, K=10, r=0.06, vola=0.3
1.61.5 pdfEur. put, T=1, K=10, r=0.06, vola=0.3
--1.5 pdfEur. put, T=1, K=10, r=0.06, vola=0.3, extended to 3-d for 0 < t < 0.9
1.111.10pdfAm. put, T=1, K=10, r=0.06, vola=0.3, binomial tree, M=32
1.171.16pdf10 paths of a geometric Brownian motion
1.201.18pdflognormal densities
1.231.20pdfbinomial tree with payoff
----pdfAm. put, T=1, K=10, r=0.06, vola=0.1 (blue), 0.3 (green), 0.5 (red), for t=0
2.7--pdfcorrelated two-component process, rho=0.85
Exercise2.2pdfRANDU number generator, 1000 points seen under two different angles
3.1--pdfMonte Carlo illustration with 5 simulations, r=0, vola=0.2
3.7--pdfsimulating a 2D binary option
3.8--pdf2D binary-option value function
3.13--pdfMonte Carlo setting for regression methods
3.14--pdffictive regression situation
4.54.5pdfvalue of a put, schematically
4.84.7pdfearly-exercise and other curves in the (S,t) decision plane
4.94.8 pdfAm. call, T=1, K=10, r=0.25, vola=0.6, dividend flow=0.2
4.12--pdfCrank-Nicolson approximation "at the corner"
4.134.11 pdfAm. put, T=1, K=10, r=0.25, vola=0.6, , dividend flow=0.2
4.19--pdfcomparison of methods: costs over error
4.20--pdfapproximation of an early-exercise curve
5.7--pdfassembling in 1D setting
5.9--pdf2D hat function
5.10--pdfvalue function of a basket double barrier
5.12--pdfapproximation spaces
6.4/6.56.1/6.2, T=1, K=13, r=0.15, vola=0.01, centered difference scheme
6.7/6.86.4/6.5, T=1, K=13, r=0.15, vola=0.01, upwind scheme scheme
7.1--pdfdifference in value function due to transaction costs
7.2--pdfAvellaneda's uncertain volatility: butterfly spread
7.3--pdfAvellaneda's uncertain volatility: up-and-out barrier call
App.D1--pdfbounding curves for standard options

state of 7 June 2014