Warianty tytułu
Derivative Instruments on the Stock Exchange
Języki publikacji
Abstrakty
Recent years witness the global dynamic development of a market of derivative financial instruments. Such instruments, frequently described as derivatives, are appearing on the Polish capital market. An increasing number of banks offer direct prompt contracts of the forward type for the purchase and sale of currency as well as currency options. The article presents a proposal for the construction of financial futures options and contracts on the Warsaw Stock Exchange. Apart from examining the formal construction of those instruments, the authors show how to assess those instruments by resorting to quantitative methods. (original abstract)
Twórcy
Bibliografia
- [1] Hull J., Kontrakty terminowe i opcje, WIG-Press, Warszawa 1997.
- [2] Jajuga T., Jajuga K., Inwestycje, PWN, Warszawa 1996.
- [3] Tarczyński W., Efektywność działania Giełdy Papierów Wartościowych w Warszawie, Ekonomista Nr 4/97.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000129451860