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Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at answering the question, what influence stock return mean and volatility have on the respective option prices. This can be important to option traders trying to identify the stocks for which to trade options, by providing an understanding for the foundations of the option pricing and the information those prices provide. To isolate these basic determinants from the other influences, described above as structural and institutional factors, a simulation study is conducted. Section 2 will provide the theoretical framework and simulation methodology for the study. Section 3 describes the used dataset and section 4 presents and discusses the results of the simulation.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at answering the question, what influence stock return mean and volatility have on the respective option prices. This can be important to option traders trying to identify the stocks for which to trade options, by providing an understanding for the foundations of the option pricing and the information those prices provide. To isolate these basic determinants from the other influences, described above as structural and institutional factors, a simulation study is conducted. Section 2 will provide the theoretical framework and simulation methodology for the study. Section 3 describes the used dataset and section 4 presents and discusses the results of the simulation. 28 pp. Englisch. Seller Inventory # 9783346474872
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Stock Returns and Option Prices. A Simulation Analysis
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Taschenbuch. Condition: Neu. Neuware -Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at answering the question, what influence stock return mean and volatility have on the respective option prices. This can be important to option traders trying to identify the stocks for which to trade options, by providing an understanding for the foundations of the option pricing and the information those prices provide.To isolate these basic determinants from the other influences, described above as structural and institutional factors, a simulation study is conducted. Section 2 will provide the theoretical framework and simulation methodology for the study. Section 3 describes the used dataset and section 4 presents and discusses the results of the simulation.Books on Demand GmbH, Überseering 33, 22297 Hamburg 28 pp. Englisch. Seller Inventory # 9783346474872
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Stock Returns and Option Prices. A Simulation Analysis
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2018 in the subject Economics - Finance, grade: 1.0, Zeppelin University Friedrichshafen, course: Advanced Financing, language: English, abstract: This paper is concerned with analyzing the basic determinants of option prices. These are the information derived from the underlying stock, namely the mean and the volatility of its returns. Therefore, this paper aims at answering the question, what influence stock return mean and volatility have on the respective option prices. This can be important to option traders trying to identify the stocks for which to trade options, by providing an understanding for the foundations of the option pricing and the information those prices provide. To isolate these basic determinants from the other influences, described above as structural and institutional factors, a simulation study is conducted. Section 2 will provide the theoretical framework and simulation methodology for the study. Section 3 describes the used dataset and section 4 presents and discusses the results of the simulation. Seller Inventory # 9783346474872
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Stock Returns and Option Prices. A Simulation Analysis
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Taschenbuch. Condition: Neu. Stock Returns and Option Prices. A Simulation Analysis | Martin Georg Haas | Taschenbuch | Englisch | 2021 | GRIN Verlag | EAN 9783346474872 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Seller Inventory # 120753913
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