ТЕСТВАНЕ ОБЕКТИВНОСТТА НА ПРЕЦИЗИРАЩИТЕ ПАРАМЕТРИ НА ВАЛУТНИТЕ ОПЦИИ
TESTING THE OBJECTIVITY OF THE PRECISING PARAMETERS OF CURRENCY OPTIONS

Summary/Abstract: In this study, we investigate the sensitivity of each factor that affects the value of the option premium. Any change in pricing components results in a volatility of the value of the price of the currency option. The methodology used for defining the risk attributes of options contracts is based on the empirical application of the Greek coefficients known in the literature (delta, gamma, vega, theta, vanna, lambda and rho) which express the degree of variation of the option price depending on a different factor

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