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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 (Russian Edition) - Softcover

Konnikov, Evgeniy

 
9783659537813: Metody opredeleniya teoreticheskoy tseny optsionov: Effektivnost' ispol'zovaniya modeli Bleka-Shoulza, Binomial'noy i Monte-Karlo dlya opredeleniya teoreticheskoy tseny optsionov (Russian Edition)
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ISBN 10: 3659537810 ISBN 13: 9783659537813
Publisher: LAP LAMBERT Academic Publishing, 2014
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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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Book Description 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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Book Description 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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