Financial Risk Management by Means of Financial Options

Financial Risk Management by Means of Financial Options

Dades bibliogràfiques
Parent link:	Innovation Management and Education Excellence Vision 2020: from Regional Development Sustainability to Global Economic Growth: proceedings of the 27th International Business Information Management Association Conference (IBIMA), Milan, Italy, 4-5 May 2016. [P. 189-193].— , 2016
Autor principal:	Kalashnikova T. V. Tatiana Vladimirovna
Autor corporatiu:	Национальный исследовательский Томский политехнический университет (ТПУ) Институт социально-гуманитарных технологий (ИСГТ) Кафедра инженерного предпринимательства (ИП)
Altres autors:	Selevich T. S. Tatiana Semenovna, Danilova N. E. Nataljya Evgenjevna
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
Publicat:	2016
Matèries:	электронный ресурс труды учёных ТПУ
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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