Analiza metod wyceny niektórych rodzajów opcji

• Autorzy: Jan Kałuski
• Języki publikacji: PL

Abstrakty

Celem niniejszej pracy jest scharakteryzowanie trzech rodzajów opcji: amerykańskiej, europejskiej i izraelskiej oraz analiza modeli ich wyceny. Rozpatrywane będą dwa przypadki modelowania: dla czasu ciągłego i czasu dyskretnego. (fragm. tekstu)

Słowa kluczowe

PL

Metodyka wyceny; Wycena opcji; Modele wyceny; Opcje amerykańskie; Opcje europejskie

EN

Valuation methodologies; Options pricing; Pricing models; American options; European options

• Czasopismo: Prace Naukowe / Akademia Ekonomiczna w Katowicach
• Rocznik: 2009
• Tom: Metody matematyczne, ekonometryczne i komputerowe w finansach i ubezpieczeniach 2007
• Strony: 341--361

Twórcy

autor

Jan Kałuski

• Politechnika Śląska

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