Review of Applying European Option Pricing Models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10237413" target="_blank" >RIV/61989100:27510/17:10237413 - isvavai.cz</a>
Result on the web
<a href="https://www.intechopen.com/books/proceedings-of-the-3rd-czech-china-scientific-conference-2017/review-of-applying-european-option-pricing-models" target="_blank" >https://www.intechopen.com/books/proceedings-of-the-3rd-czech-china-scientific-conference-2017/review-of-applying-european-option-pricing-models</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Review of Applying European Option Pricing Models
Original language description
An option is a derivative financial instrument that establishes a contract between two parities concerning the buying or selling of an asset at a reference price. The price of an option derives from the difference between the reference price and the value of the underlying asset plus a premium based on the time remaining until the option. The paper illustrated in both the Binomial and the Black-Scholes models, which value options by creating replicating portfolios composed of the underlying asset and riskless leading or borrowing.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 3rd Czech-China Scientific Conference 2017
ISBN
978-953-51-3595-1
ISSN
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e-ISSN
neuvedeno
Number of pages
11
Pages from-to
111-121
Publisher name
InTech
Place of publication
Rijeka
Event location
Ostrava
Event date
Jun 7, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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