Option pricing and partial hedging in the Black-Scholes model

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F13%3A86087276" target="_blank" >RIV/61989100:27510/13:86087276 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Option pricing and partial hedging in the Black-Scholes model
Original language description
Option pricing techniques are often considered on the most mathematically complex of applied areas of finance. The Black-Scholes model is the most widely used models for the option pricing. This paper presents and analyses the option pricing and hedgingin the Black-Scholes model. The goal of hedging is against the risk for protect the losses from the investment, that means strategically using instruments in the financial market to offset the risk of any adverse price movements. Inside of paper, it provides example of the partial hedge, which reduces the risk, that using option pricing with the Black-Scholes model.
Czech name
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Czech description
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Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mathematical Methods in Economics 2013 : 31st international conference : 11-13 September 2013, Jihlava, Czech Republic
ISBN
978-80-87035-76-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
213-218
Publisher name
College of Polytechnics Jihlava
Place of publication
Jihlava
Event location
Jihlava
Event date
Sep 11, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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