Options, futures and other derivatives
«Evaluation of the two IBM's options (one call and one put).. The Black-Scholes model.. The Monte Carlo simulation.. Comparision between the stock volatility to the volatility implied by the Black-Scholes Model.. Interpret the values of the Greeks as...»
«The binomial model is used to describe stock price movements through consecutive periods of time over the life of the option and to determine the actual price of this derivative. Each period is an independent trial. The binomial formula describes a p...»
Futures and options: working
«Introduction.. Characteristics of financial derivatives.. The risk involved.. Meaning of financial futures.. Hedging and managing of risk.. The concept of correlation between the portfolio and the index.. Different scenarios of hedging risks with...»
«Since the 1970's, the trade of derivative securities has over expanded and has characterised most of the transactions in the world financial marketplaces. However, derivatives do not constitute a new notion in the financial world, since they first ap...»
Black and Scholes option pricing model and its applicability
«Introduction to Black & Scholes option pricing model. Background of the study. Objective of the research. Using Black and Scholes model. Calculation of volatility. Types of the research. Assumption underlying Black and Scholes model. Hypothesis...»
«The world financial market has undergone qualitative changes in the last three decades due to phenomenal growth of derivatives. With the world embracing the derivative trading on a large scale, the Indian market cannot remain aloof, especially after ...»
Risk management and the use of derivatives
«Abstract.. Introduction.. Defining risk.. Defining risk management.. Conducting a risk management assessment.. Transferring the risk to an insurance company.. Transferring the risk to a third party.. Forward contract.. Futures...»
«This paper investigates the use of derivatives in Risk Management. Deriving the value from an underlying asset or an index representing assets, derivatives bear the ability to accelerate gains or losses for a small initial outlay thus assisting corpo...»
options futures and other derivatives
A study on evolution, working and the...
«Introduction. What is commodity market?. Definition of commodity market. What is a commodity exchange?. What is commodity...
Airlines and energy prices
«Introduction.. Course of analysis.. Oil price: A significant risk for an airline.. Crude oil and jet fuel.. Reasons why oil price...
RFID adoption timing: The application...
«Abstract. Introduction. Research background. RFID technology. Stage option analysis. Previous OPM research in IS field. Optimal...
Stock option price modeling using...
«Abstract. Introduction. OR based valuation approaches. System dynamics. SD-OR model. Investors. Speculators. Hedge funds. Results. Scope...
Derivatives market in India: A study...
«Introduction. Derivatives. Definition. Products. Participants. Functions. Types of derivatives. Characteristics of...
A look at financial derivatives in...
«Introduction. Foreword. Preface. Introduction of derivatives. Research methodology. Derivatives described. Types of...