Моделирование структурированных финансовых продуктов со встроенными барьерными опционами класса "knock-in"; Перспективы развития фундаментальных наук
| Parent link: | Перспективы развития фундаментальных наук.— 2014.— [С. 683-685] |
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| Korporativna značnica: | |
| Drugi avtorji: | |
| Izvleček: | Заглавие с экрана Modeling results of the structured products with the built in barrier options was presented in article. The basic feature of barrier options is that its cost always cheaper standard options. This factor allows to increase the profitableness of the structured product. For estimation of the barrier options cost the Monte-Carlo method was used, which is realized in "Exotic Options Calculator" program. |
| Jezik: | ruščina |
| Izdano: |
2014
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| Serija: | Математика |
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| Online dostop: | http://www.lib.tpu.ru/fulltext/c/2014/C21/229.pdf |
| Format: | Elektronski Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=606974 |
| Fizični opis: | 1 файл(382 Кб) |
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| Izvleček: | Заглавие с экрана Modeling results of the structured products with the built in barrier options was presented in article. The basic feature of barrier options is that its cost always cheaper standard options. This factor allows to increase the profitableness of the structured product. For estimation of the barrier options cost the Monte-Carlo method was used, which is realized in "Exotic Options Calculator" program. |