Mathematical modeling of options using GeoGebra

Tijana Stojančević, Nataša Džaleta · Acta Electrotechnica et Informatica · 2012

The aim of this contribution is to analyze the application of informatics software package GeoGebra in the modeling of options strategy.Several specific examples are presented.The object of this study is behavior of overall profit in different options strategies, observed from graphic point of view.Based on the analyzed examples using GeoGebra slider feature we conclude that bull spread and bear spread both provide limited profit and loss.In addition, for specific values of parameters profit is strictly positive.

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