Volume Visualization of Payoff Regions for Derivatives Risk Management

dc.contributor.author	Fei, Tan Toh	en_US
dc.contributor.author	Prakash, Edmond Cyril	en_US
dc.contributor.editor	K. Mueller and A. Kaufman	en_US
dc.date.accessioned	2014-01-29T17:20:57Z
dc.date.available	2014-01-29T17:20:57Z
dc.date.issued	2001	en_US
dc.identifier.isbn	3-211-83737-X	en_US
dc.identifier.issn	1727-8376	en_US
dc.identifier.uri	http://dx.doi.org/10.2312/VG/VG01/345-353	en_US
dc.description.abstract	Volume 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.publisher	The Eurographics Association	en_US
dc.title	Volume Visualization of Payoff Regions for Derivatives Risk Management	en_US
dc.description.seriesinformation	Volume Graphics	en_US