Fichier 003.jps — Modifié le 13 Mars 2006 à 11 h 03

003.pdf
Source
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-0.5 7 setxrange
-3 3 setyrange

/f {setxvar
#rpn# x - 5
} def

/g {setxvar
#rpn# 0
} def

/strikepremium {5 0} def 
/premium {0 -2} def
/strike {3 0} def
/payoff {0 3} def
/st {7 0} def

<tex>
$$
K
$$
</tex>

strike point 
strike [1.7 1.7] urtexlabel

<tex>
$$
K+\bar{c}
$$
</tex>

strikepremium point 
strikepremium [1.7 1.7] drtexlabel

<tex>
$$
-\bar{c}
$$
</tex>
premium point
premium [1.7 1.7] crtexlabel

<tex>
$$
pay-off
$$
</tex>
payoff [1.5 1.5] drtexlabel

<tex>
$$
S_T
$$
</tex>
st [1.5 1.5] dltexlabel


rouge
3 15 {f} (\]-*) Courbe
bleu
0 3 {g} (\]-\]) Courbe