Financial Risk Management by Means of Financial Options; Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth

Financial Risk Management by Means of Financial Options; Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth

Библиографические подробности
Источник:Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth.— 2016.— [P. 189-193]
Главный автор: Kalashnikova T. V. Tatiana Vladimirovna
Автор-организация: Национальный исследовательский Томский политехнический университет (ТПУ) Институт социально-гуманитарных технологий (ИСГТ) Кафедра инженерного предпринимательства (ИП)
Другие авторы: Selevich T. S. Tatiana Semenovna, Danilova N. E. Nataljya Evgenjevna
Примечания: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
Язык:английский
Опубликовано: 2016
Предметы:
электронный ресурс
труды учёных ТПУ
Online-ссылка:https://ibima.org/accepted-paper/financial-risk-management-means-financial-options/
Формат: Электронный ресурс Статья
Запись в KOHA:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=650497

Схожие документы

Схожие документы