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ISSUES OF EMPIRIC TESTING OF OPTIONS PRICES RIGHTNESS BASED ON CHOSEN MODELS OF OPTIONS ASSESSING COMPARED TO REAL PRACTICE

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F09%3A63508490" target="_blank" >RIV/70883521:28120/09:63508490 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    ISSUES OF EMPIRIC TESTING OF OPTIONS PRICES RIGHTNESS BASED ON CHOSEN MODELS OF OPTIONS ASSESSING COMPARED TO REAL PRACTICE

  • Original language description

    The goal of this paper is to define models for option assessing and to test their effectiveness or their exactness using real market data. Therefore, aside conclusion arising from option assessing itself I will provide the comparison with warrants assessing being the modern alternative of options investment.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AE - Management, administration and clerical work

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2009

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Sborník příspěvků MSED 2009

  • ISBN

    978-80-86175-66-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    Vysoká škola ekonomická

  • Place of publication

    Praha

  • Event location

    Praha

  • Event date

    Sep 17, 2009

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article