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Metody opredeleniya teoreticheskoy tseny optsionov: Effektivnost' ispol'zovaniya modeli Bleka-Shoulza, Binomial'noy i Monte-Karlo dlya opredeleniya teoreticheskoy tseny optsionov - Softcover
Synopsis
Optsion - eto srochnyy kontrakt, kotoryy daet pravo vybora odnomu iz ego uchastnikov (pokupatelyu optsiona): ispolnit' ili otkazat'sya ot ispolneniya sdelki po tsene ispolneniya – v opredelennuyu budushchuyu datu – datu istecheniya sroka – ili do ee nastupleniya. Sleduet otmetit', chto optsion - eto naibolee innovatsionnyy proizvodnyy finansovyy instrument. Sushchestvuet mnozhestvo matematicheskikh modeley po raschyetu teoreticheskoy tseny optsiona. Dlya rascheta teoreticheskoy tseny optsiona, postuliruyutsya svoystva stokhasticheskogo protsessa, modeliruyushchego povedenie tseny bazisnogo aktiva, lezhashchego v osnove optsionnogo kontrakta. Parametry modeli otsenivayutsya na osnovanii istoricheskikh dannykh. Sushchestvuet mnozhestvo modeley, odnako naibolee izvestnymi yavlyayutsya: model' Bleka-Shoulza, Binomial'naya modeli i model' Monte-Karlo. V dannom proizvedenii opisyvaetsya metodika primeneniya i osobennosti dannykh modeley, a takzhe provoditsya analiz effektivnosti ispol'zovaniya kazhdoy iz privedennykh vyshe modeley v usloviyakh real'nogo rynka.
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About the Author
Vypusknik Sankt-Peterburgskogo Gosudarstvennogo Ekonomicheskogo Universiteta (fakul'tet ekonomiki i finansov, kafedra deneg i tsennykh bumag).
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- PublisherLAP LAMBERT Academic Publishing
- Publication date2014
- ISBN 10 3659537810
- ISBN 13 9783659537813
- BindingPaperback
- Number of pages84
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Metody opredeleniya teoreticheskoy tseny optsionov Effektivnost' ispol'zovaniya modeli BlekaShoulza, Binomial'noy i MonteKarlo dlya opredeleniya teoreticheskoy tseny optsionov
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Optsion - eto srochnyy kontrakt, kotoryy daet pravo vybora odnomu iz ego uchastnikov (pokupatelyu optsiona): ispolnit' ili otkazat'sya ot ispolneniya sdelki po tsene ispolneniya v opredelennuyu budushchuyu datu datu istecheniya sroka ili do ee nastupleniya. Sleduet otmetit', chto optsion - eto naibolee innovatsionnyy proizvodnyy finansovyy instrument. Sushchestvuet mnozhestvo matematicheskikh modeley po raschyetu teoreticheskoy tseny optsiona. Dlya rascheta teoreticheskoy tseny optsiona, postuliruyutsya svoystva stokhasticheskogo protsessa, modeliruyushchego povedenie tseny bazisnogo aktiva, lezhashchego v osnove optsionnogo kontrakta. Parametry modeli otsenivayutsya na osnovanii istoricheskikh dannykh. Sushchestvuet mnozhestvo modeley, odnako naibolee izvestnymi yavlyayutsya: model' Bleka-Shoulza, Binomial'naya modeli i model' Monte-Karlo. V dannom proizvedenii opisyvaetsya metodika primeneniya i osobennosti dannykh modeley, a takzhe provoditsya analiz effektivnosti ispol'zovaniya kazhdoy iz privedennykh vyshe modeley v usloviyakh real'nogo rynka. 84 pp. Russisch. Seller Inventory # 9783659537813
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Metody opredeleniya teoreticheskoy tseny optsionov Effektivnost' ispol'zovaniya modeli BlekaShoulza, Binomial'noy i MonteKarlo dlya opredeleniya teoreticheskoy tseny optsionov
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Metody opredeleniya teoreticheskoy tseny optsionov : Effektivnost' ispol'zovaniya modeli Bleka-Shoulza, Binomial'noy i Monte-Karlo dlya opredeleniya teoreticheskoy tseny optsionov
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ISBN 10: 3659537810
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Optsion - eto srochnyy kontrakt, kotoryy daet pravo vybora odnomu iz ego uchastnikov (pokupatelyu optsiona): ispolnit' ili otkazat'sya ot ispolneniya sdelki po tsene ispolneniya v opredelennuyu budushchuyu datu datu istecheniya sroka ili do ee nastupleniya. Sleduet otmetit', chto optsion - eto naibolee innovatsionnyy proizvodnyy finansovyy instrument. Sushchestvuet mnozhestvo matematicheskikh modeley po raschyetu teoreticheskoy tseny optsiona. Dlya rascheta teoreticheskoy tseny optsiona, postuliruyutsya svoystva stokhasticheskogo protsessa, modeliruyushchego povedenie tseny bazisnogo aktiva, lezhashchego v osnove optsionnogo kontrakta. Parametry modeli otsenivayutsya na osnovanii istoricheskikh dannykh. Sushchestvuet mnozhestvo modeley, odnako naibolee izvestnymi yavlyayutsya: model' Bleka-Shoulza, Binomial'naya modeli i model' Monte-Karlo. V dannom proizvedenii opisyvaetsya metodika primeneniya i osobennosti dannykh modeley, a takzhe provoditsya analiz effektivnosti ispol'zovaniya kazhdoy iz privedennykh vyshe modeley v usloviyakh real'nogo rynka. Seller Inventory # 9783659537813
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Metody opredeleniya teoreticheskoy tseny optsionov
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