المؤلفون: Donny Citra Lesmana, David Vijanarco Martal, Unika Nabila, Syifa Fauzia, Raymond Raymond, Zidni Kamal Hasan, M Ridwan Aprizky

المصدر: Jurnal Akuntansi dan Keuangan, Vol 26, Iss 1 (2024)

مصطلحات موضوعية: Black Scholes Merton, capped option, hedging strategy, Monte Carlo simulation, stock value, vanilla option, Accounting. Bookkeeping, HF5601-5689, Finance, HG1-9999

وصف الملف: electronic resource

Relation: https://jurnalakuntansi.petra.ac.id/index.php/aku/article/view/26362; https://doaj.org/toc/1411-0288; https://doaj.org/toc/2338-8137

URL الوصول: https://doaj.org/article/fd16b036232e4558946db8bdb93bf9b0

المؤلفون: Bobriková Martina

المصدر: Ekonomika Poljoprivrede (1979), Vol 68, Iss 2, Pp 449-461 (2021)

مصطلحات موضوعية: price risk management, agricultural market, vanilla option, option strategies, volatility, Agriculture

وصف الملف: electronic resource

Relation: https://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2021/0352-34622102449B.pdf; https://doaj.org/toc/0352-3462; https://doaj.org/toc/2334-8453

URL الوصول: https://doaj.org/article/d4b7701b1f674024b9bd045c373cf926

المؤلفون: Timková, Monika, Bobriková, Martina

المصدر: Ekonomski pregled
Volume 74
Issue 3

مصطلحات موضوعية: poljoprivredna roba, strukturirani proizvod, investicijski certifikat, standardne opcije, opcija s ograničenjem, ročnice na kukuruz, Agricultural commodity, structured product, investment certificate, vanilla option, barrier option, corn futures

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______951::bab6ad5ed71580448022a3ac4c953c50
https://hrcak.srce.hr/302575

المؤلفون: Sutherland, Andrew, Court, Jason

المساهمون: Sutherland, Andrew, Court, Jason

المصدر: The Front Office Manual : The Definitive Guide to Trading, Structuring and Sales. :257-286

لا يتم عرض هذه النتيجة على الضيوف.
تسجيل الدخول للوصول الكامل.

المؤلفون: Muzzioli, S.^Aff2, Reynaerts, H.^Aff3

المساهمون: Bock, Hans-Georg, editor, de Hoog, Frank, editor, Friedman, Avner, editor, Gupta, Arvind, editor, Neunzert, Helmut, editor, Pulleyblank, William R., editor, Rusten, Torgeir, editor, Santosa, Fadil, editor, Tornberg, Anna-Karin, editor, Capasso, Vincenzo, editor, Mattheij, Robert, editor, Scherzer, Otmar, editor, Di Bucchianico, A., editor^Aff1, Mattheij, R.M.M., editor^Aff1, Peletier, M.A., editor^Aff1

المصدر: Progress in Industrial Mathematics at ECMI 2004. 8:437-441

المؤلفون: Martina Bobriková

المصدر: Ekonomika Poljoprivrede (1979), Vol 68, Iss 2, Pp 449-461 (2021)

مصطلحات موضوعية: 2019-20 coronavirus outbreak, 050208 finance, Financial economics, Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), agricultural market, 05 social sciences, volatility, 050301 education, option strategies, Agriculture, General Medicine, Price risk, Commodity market, vanilla option, price risk management, 0502 economics and business, Economics, Profitability index, Volatility (finance), 0503 education, Futures contract, Agribusiness

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7933f753aa3fddd437f3ac456c3270f0
https://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2021/0352-34622102449B.pdf

المؤلفون: Bakstein, D.^Aff4, Wilmott, P.^Aff4

المساهمون: Bock, Hans-Georg, editor, Dehoog, Frank, editor, Friedman, Avner, editor, Langford, William, editor, Neunzert, Helmut, editor, Pulleyblank, William R., editor, Rusten, Torgeir, editor, Tornberg, Anna-Karin, editor, Capasso, Vincenzo, editor^Aff2, Mattheij, Robert, editor, Anile, Angelo Marcello, editor^Aff1, Greco, Antonio, editor^Aff3

المصدر: Progress in Industrial Mathematics at ECMI 2000. 1:67-71

المساهمون: Εγγλέζος, Νικόλαος, Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής, Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική Διοικητική

مصطلحات موضوعية: Χρονική διάρθρωση επιτοκίων, Ευρωπαϊκό δικαίωμα προαίρεσης, Μοντέλο CIR, Προβλεπτική ικανότητα, Μοντέλο Black Scholes, Στοχαστικό επιτόκιο, Forecasting ability, Εμπειρική μελέτη, CIR model, Vasicek model, Empirical study, Αλγόριθμος Levenberg - Marquardt, Valuation of stock options, Levenberg - Marquardt algorithm, Black - Scholes Model, Μοντέλο Vasicek, Time structure of interest rates, European plain vanilla option, Αποτίμηση δικαιωμάτων μετοχών

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2612::8518c7cac9005930864fd56d008cddef

المؤلفون: Ryno du Plooy, Pierre J. Venter

المصدر: Journal of Risk and Financial Management
Volume 14
Issue 6
Journal of Risk and Financial Management, Vol 14, Iss 254, p 254 (2021)

مصطلحات موضوعية: vanilla option pricing, Mathematical optimization, multi-curve framework, 050208 finance, Artificial neural network, Computer science, funding, Bootstrap aggregating, collateral, 05 social sciences, Monte Carlo method, Implied volatility, HD61, Derivative (finance), Valuation of options, Stock exchange, HG1-9999, 0502 economics and business, ddc:330, Risk in industry. Risk management, 050207 economics, artificial neural networks, Finance

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81d2d8ae1e422240f5da6270fd62b220
https://doi.org/10.3390/jrfm14060254