Fichier 003.jps — Modifié le 13 Mars 2006 à 11 h 03
traceaxes
%%unites
%%axesarrow
axeOxarrow
axeOyarrow
%%ticks
%%tracerepere
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%%quadrillage
-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