Analiza własności opcji FLOORED
The analysis of the properties of FLOORED options
Author(s): Ewa DziawgoSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: derivatives; option; floored option
Summary/Abstract: The article presents the issues connected with floored options: characteristic of the instrument, pricing model, payoff function, the influence of selected factors on the option price and the value of Greek coefficients (delta, gamma, vega, theta) and the uses of options in risk management. The empirical data included in the article are concerned with the pricing simulations of the standard and floored options on EUR/PLN.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2012
- Issue No: 271 vol 1
- Page Range: 100-112
- Page Count: 13
- Language: Polish