Financial Risk Management by Means of Financial Options
| 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: | |
| 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 |
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