Определяне на равновесните точки и нетните позиции при авангардните опционни стратегии
Determining Equipoise Points and Net Positions in the Vanguard Option Strategies
Author(s): Stefan SimeonovSubject(s): Economy
Published by: Институт за икономически изследвания при Българска академия на науките
Keywords: G1; G11
Summary/Abstract: The question of the equipoise points and the net value of the option positions has a dominant meaning for every investor in option instruments. Practically both terms are the bearer of the most important information for each investor – where the threshold between the profit and the loss is and how much exactly the concrete profit or loss is from every single position, which the particular investor has opened or intends to open. Compared to the simple option strategies, in specialized literature and scientific studies, the equipoise points and the net value of the advanced option positions (strategies) are not given the necessary treatment and comments. Due to this, even in practice, usually the specialists rely on approximate values for the current condition of their option positions. The present study specifies the techniques of determination the equipoise points and the net value of the compound and combined option positions, including also the multiplied such.
Journal: Икономически изследвания
- Issue Year: 2006
- Issue No: 3
- Page Range: 69-93
- Page Count: 25
- Language: Bulgarian