{VERSION 3 0 "DEC ALPHA UNIX" "3.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 }{CSTYLE "2D Output" 2 20 "" 0 1 0 0 255 1 0 0 0 0 0 0 0 0 0 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 }0 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "Maple Output" 0 11 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 }3 3 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }{PSTYLE "" 11 12 1 {CSTYLE "" -1 -1 "" 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 }1 0 0 -1 -1 -1 0 0 0 0 0 0 -1 0 }} {SECT 0 {EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 14 "with(finance);" }} {PARA 12 "" 1 "" {XPPMATH 20 "6#7.%-amortizationG%(annuityG%-blackscho lesG%*cashflowsG%.effectiverateG%,futurevalueG%/growingannuityG%2growi ngperpetuityG%,levelcouponG%+perpetuityG%-presentvalueG%0yieldtomaturi tyG" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 47 "vanc:=(S,E,r,T,sig)- >blackscholes(S,E,r,T,sig);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%%vanc G%-blackscholesG" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 62 "d1:=(S, E,r,T,sig)->(ln(S/E) + (r+ sig^2/2)*T)/(sig*sqrt(2*T));" }}{PARA 11 " " 1 "" {XPPMATH 20 "6#>%#d1GR6'%\"SG%\"EG%\"rG%\"TG%$sigG6\"6$%)operat orG%&arrowGF,*&,&-%#lnG6#*&9$\"\"\"9%!\"\"\"\"\"*&,&9&F:*$)9(\"\"#F7#F :FAF:9'F:F:F7*&F@\"\"\"-%%sqrtG6#,$FCFA\"\"\"F9F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 62 "d2:=(S,E,r,T,sig)->(ln(S/E) + (r- s ig^2/2)*T)/(sig*sqrt(2*T));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#d2GR 6'%\"SG%\"EG%\"rG%\"TG%$sigG6\"6$%)operatorG%&arrowGF,*&,&-%#lnG6#*&9$ \"\"\"9%!\"\"\"\"\"*&,&9&F:*$)9(\"\"#F7#!\"\"FAF:9'F:F:F7*&F@\"\"\"-%% sqrtG6#,$FDFA\"\"\"F9F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 62 "d3:=(S,E,r,T,sig)->(ln(S/E) - (r+ sig^2/2)*T)/(sig*sqrt(2*T));" }} {PARA 11 "" 1 "" {XPPMATH 20 "6#>%#d3GR6'%\"SG%\"EG%\"rG%\"TG%$sigG6\" 6$%)operatorG%&arrowGF,*&,&-%#lnG6#*&9$\"\"\"9%!\"\"\"\"\"*&,&9&F:*$)9 (\"\"#F7#F:FAF:9'F:!\"\"F7*&F@\"\"\"-%%sqrtG6#,$FCFA\"\"\"F9F,F,F," }} }{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 19 "N:=x->(1+erf(x))/2;" }} {PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"NGR6#%\"xG6\"6$%)operatorG%&arrowG F(,&#\"\"\"\"\"#F.-%$erfG6#9$F-F(F(F(" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 50 "digc:=(S,E,r,T,sig)->exp(-r*T)*N(d2(S,E,r,T,sig));" } }{PARA 11 "" 1 "" {XPPMATH 20 "6#>%%digcGR6'%\"SG%\"EG%\"rG%\"TG%$sigG 6\"6$%)operatorG%&arrowGF,*&-%$expG6#,$*&9&\"\"\"9'F7!\"\"F7-%\"NG6#-% #d2G6'9$9%F6F89(F7F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 51 "digp:=(S,E,r,T,sig)->exp(-r*T)*N(-d2(S,E,r,T,sig));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%%digpGR6'%\"SG%\"EG%\"rG%\"TG%$sigG6\"6$%)operator G%&arrowGF,*&-%$expG6#,$*&9&\"\"\"9'F7!\"\"F7-%\"NG6#,$-%#d2G6'9$9%F6F 89(F9F7F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 87 "amdigc:=(S ,E,r,T,sig)->(S/E)*N(d3(S,E,r,T,sig))+ (S/E)^(-2*r/sig^2)*N(d1(S,E,r,T ,sig));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%'amdigcGR6'%\"SG%\"EG%\"r G%\"TG%$sigG6\"6$%)operatorG%&arrowGF,,&*&*&9$\"\"\"-%\"NG6#-%#d3G6'F3 9%9&9'9(F4\"\"\"F;!\"\"F4*&)*&F3F?F;F@,$*&F\"\"#F?F@!\"#F4-F66 #-%#d1GF:F4F4F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 89 "amdi gp:=(S,E,r,T,sig)->(S/E)*N(-d3(S,E,r,T,sig))+ (S/E)^(-2*r/sig^2)*N(-d1 (S,E,r,T,sig));" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%'amdigpGR6'%\"SG% \"EG%\"rG%\"TG%$sigG6\"6$%)operatorG%&arrowGF,,&*&*&9$\"\"\"-%\"NG6#,$ -%#d3G6'F39%9&9'9(!\"\"F4\"\"\"F " 0 "" {MPLTEXT 1 0 58 "anc:=(S,E,r,T,sig)->vanc(S,E,r,T,sig) - digc(S,E,r,T, sig);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%$ancGR6'%\"SG%\"EG%\"rG%\"T G%$sigG6\"6$%)operatorG%&arrowGF,,&-%%vancG6'9$9%9&9'9(\"\"\"-%%digcGF 3!\"\"F,F,F," }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 41 "plot(vanc(S ,100,0.08,0.5,0.3),S=60..120);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 58 "plot(\{1,digc(S,100,0.08,0.25,0.3)\},S=60..120,color=black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 100 "plot(\{diff(digc(S,100,0 .08,0.1,0.3), S), diff(digc(S,100,0.08,1/365,0.3),S)\},S=60..120,color =black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 91 "plot(\{amdigc(S ,100,0.08,0.5,0.3)*Heaviside(100-S),Heaviside(S-100)\},S=40..120,color =black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 91 "plot(\{amdigp(S ,100,0.08,0.5,0.3)*Heaviside(S-100),Heaviside(100-S)\},S=80..160,color =black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 104 "plot(\{diff(di gc(S,100,0.08,0.1,0.3), S$2), diff(digc(S,100,0.08,1/365,0.3),S$2)\},S =60..120,color=black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 108 " plot(\{diff(digc(101,100,0.08,0.1,sig),sig), diff(digc(99,100,0.08,0.1 ,sig) ,sig)\}, sig=0..1,color=black);" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 0 "" }}}}{MARK "18 0 0" 0 }{VIEWOPTS 1 1 0 1 1 1803 }