Applications of Option Pricing Theory

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Applications of Option Pricing Theory

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Applications of Option Pricing Theory

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2010

Kód důvěrnosti údajů

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

Název periodika

Translations of the Universities of Košice

ISSN

1335-2334

e-ISSN

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Svazek periodika

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Číslo periodika v rámci svazku

1.

Stát vydavatele periodika

SK - Slovenská republika

Počet stran výsledku

9

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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