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  • Option pricing techniques are often considered on the most mathematically complex of applied areas of finance. The Black-Scholes model is the most widely used models for the option pricing. This paper presents and analyses the option pricing and hedging in the Black-Scholes model. The goal of hedging is against the risk for protect the losses from the investment, that means strategically using instruments in the financial market to offset the risk of any adverse price movements. Inside of paper, it provides example of the partial hedge, which reduces the risk, that using option pricing with the Black-Scholes model.
  • Option pricing techniques are often considered on the most mathematically complex of applied areas of finance. The Black-Scholes model is the most widely used models for the option pricing. This paper presents and analyses the option pricing and hedging in the Black-Scholes model. The goal of hedging is against the risk for protect the losses from the investment, that means strategically using instruments in the financial market to offset the risk of any adverse price movements. Inside of paper, it provides example of the partial hedge, which reduces the risk, that using option pricing with the Black-Scholes model. (en)
Title
  • Option pricing and partial hedging in the Black-Scholes model
  • Option pricing and partial hedging in the Black-Scholes model (en)
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  • Option pricing and partial hedging in the Black-Scholes model
  • Option pricing and partial hedging in the Black-Scholes model (en)
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  • RIV/61989100:27510/13:86087276!RIV14-MSM-27510___
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  • S
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  • Guo, Haochen
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  • 94536
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  • RIV/61989100:27510/13:86087276
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  • Option pricing, the Blaack-Scholes model, partial hedging (en)
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  • [FA3F0D9944FE]
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  • Jihlava
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  • Jihlava
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  • Mathematical Methods in Economics 2013 : 31st international conference : 11-13 September 2013, Jihlava, Czech Republic
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  • Guo, Haochen
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  • College of Polytechnics Jihlava
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  • 978-80-87035-76-4
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  • 27510
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