Applications of Option Pricing Theory

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F70883521%3A28120%2F10%3A63509646" target="_blank" >RIV/70883521:28120/10:63509646 - 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

Applications of Option Pricing Theory

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. We demonstrated the application of option assessing theory on options emitted on the American Dow Jones Index, German DAX Index and Japanese Nikkei 225 Index. Using these important indicators of economical conditions of world?s leading and closely linked economics and therefore using options derived from these indexes, We will determine universal conclusion about reliability of most widely known models for assessing. We have to point out that the tracking period for this paper was one month. The examination of this subject would have to take much longer to fully prove the reliability of chosen models for assessing.Therefore, the conclusion of this paper is supposed to have rather probability nature.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2010

Confidentiality

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

Name of the periodical

Translations of the Universities of Košice

ISSN

1335-2334

e-ISSN

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Volume of the periodical

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Issue of the periodical within the volume

1.

Country of publishing house

SK - SLOVAKIA

Number of pages

9

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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