Financial Risk Management by Means of Financial Options; Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth
| Parent link: | Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth.— 2016.— [P. 189-193] |
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| Autor principal: | |
| Autor corporatiu: | |
| Altres autors: | , |
| Sumari: | Title screen F. Black and M. Scholes model comprise the adequate approach to the European options assessment in case when the process of risk asset price change is described by Samuelson model. The paper reports, that in case of the volatility dependence on the price increments, the results differ from the Black-Scholes model, which assumes that the stock price in a short period has a normal distribution. In this case authors recommend applying the imperfect hedge methods. Режим доступа: по договору с организацией-держателем ресурса |
| Idioma: | anglès |
| Publicat: |
2016
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| Matèries: | |
| Accés en línia: | https://ibima.org/accepted-paper/financial-risk-management-means-financial-options/ |
| Format: | Electrònic Capítol de llibre |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650497 |
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| 200 | 1 | |a Financial Risk Management by Means of Financial Options |f T. V. Kalashnikova, T. S. Selevich, N. E. Danilova | |
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| 300 | |a Title screen | ||
| 330 | |a F. Black and M. Scholes model comprise the adequate approach to the European options assessment in case when the process of risk asset price change is described by Samuelson model. The paper reports, that in case of the volatility dependence on the price increments, the results differ from the Black-Scholes model, which assumes that the stock price in a short period has a normal distribution. In this case authors recommend applying the imperfect hedge methods. | ||
| 333 | |a Режим доступа: по договору с организацией-держателем ресурса | ||
| 463 | |t Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth |o proceedings of the 27th International Business Information Management Association Conference (IBIMA), Milan, Italy, 4-5 May 2016 |v [P. 189-193] |d 2016 | ||
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| 701 | 1 | |a Selevich |b T. S. |c economist |c Associate Professor of Tomsk Polytechnic University, Candidate of economic sciences |f 1980- |g Tatiana Semenovna |3 (RuTPU)RU\TPU\pers\30990 |9 15227 | |
| 701 | 1 | |a Danilova |b N. E. |g Nataljya Evgenjevna | |
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