Options, Greeks, and Risk Management

Paunović Jelena ()
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Paunović Jelena: Wiener Städti sche osiguranje a.d.o. Belgrade 1 Trešnjinog cveta Street, Belgrade, Serbia

The European Journal of Applied Economics, 2014, vol. 11, issue 1, 74-83

Abstract: Opcije su finansijski derivati koji predstavljaju ugovor koji daje pravo vlasniku, ali ne i obavezu, da kupi ili proda odrefienu aktivu po ugovorenoj ceni izvršenja u toku odrefienog vremenskog perioda. Derivatni ugovori mogu da dobiju vrednost od skoro svake odrefiene aktive ili cak drugih derivata: postoje opcije na akcije, opcije na obveznice, opcije na svopove, vremenske opcije, prave opcije i mnoge druge. Opcije postoje duži vremenski period, ipak postaju popularne nakon što su Fisher Black, Myron Scholes and Robert Merton razvili teoretski cenovni model poznat kao Black-Scholes model.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:tejoae:v:11:y:2014:i:1:p:74-83:n:8

DOI: 10.5937/sjas11-5820

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