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Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula Cover

Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula

Foundations of Management
Volume 9 (2017): Issue 1 (February 2017)
By:   
Open Access
|Feb 2017
References

References

  1. [1] Cerny, A., 2009. Mathematical Techniques in Finance. Princeton University Press.
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  2. [2] Zaremba, L., 2015. Inżynieria finansowa na rynkach zupełnych (Financial Engineering in the Complete Markets). Kwartalnik Naukowy Uniwersytetu Vistula (Vistula Scientific Quarterly), Vol. 46, No. 4, pp.101-115.
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DOI: https://doi.org/10.1515/fman-2017-0002 | Journal eISSN: 2300-5661 | Journal ISSN: 2080-7279
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Language: English
Page range: 25 - 32
Published on: Feb 9, 2017
Published by: Warsaw University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
approximate hedging,
Black Scholes formula,
hedging,
incomplete market,
replication error,
share prices
Related subjects:
Computer sciences,
Business computing,
Business and economics,
Business management,
Management accounting, financial controlling, cost calculation, investment

© 2017 Leszek Zaremba, published by Warsaw University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 9 (2017): Issue 1 (February 2017)
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