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  • Financial logistic analysis is based on the flows of risky capitals which consist of complexes of financial operations. Management of risky capital or, in general, risk management in the complex is a real and current topic of contemporary logistics. The risk management of risky capitals consists of solving dual optimization problems associated with profit maximization of a given risk and risk minimization at a given profit. Optimization is based on the analytical methods which is emphasized by the analysis of combinatory Call and Put options. Analysis of options is based on mathematical models of nonlinear time-varying rates and profits, hence requiring in practice the use of computer programs. The main essence of Call and Put options is the identification of static characteristics as well as the price and borderline course of these options. These characteristics can be determined recursively, updating the database with concluded contracts for options. The use of static characteristics allows us to derive the general functions of profits from options. The analysis is based on the principle of equivalence of capitals.
  • Financial logistic analysis is based on the flows of risky capitals which consist of complexes of financial operations. Management of risky capital or, in general, risk management in the complex is a real and current topic of contemporary logistics. The risk management of risky capitals consists of solving dual optimization problems associated with profit maximization of a given risk and risk minimization at a given profit. Optimization is based on the analytical methods which is emphasized by the analysis of combinatory Call and Put options. Analysis of options is based on mathematical models of nonlinear time-varying rates and profits, hence requiring in practice the use of computer programs. The main essence of Call and Put options is the identification of static characteristics as well as the price and borderline course of these options. These characteristics can be determined recursively, updating the database with concluded contracts for options. The use of static characteristics allows us to derive the general functions of profits from options. The analysis is based on the principle of equivalence of capitals. (en)
Title
  • Analysis of Portfolio Options in the Field of Financial Logistics
  • Analysis of Portfolio Options in the Field of Financial Logistics (en)
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  • Analysis of Portfolio Options in the Field of Financial Logistics
  • Analysis of Portfolio Options in the Field of Financial Logistics (en)
skos:notation
  • RIV/47813059:19520/14:#0002613!RIV15-MSM-19520___
http://linked.open...avai/riv/aktivita
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  • I
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  • 2735
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  • RIV/47813059:19520/14:#0002613
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  • financial logistics; risky capital; Call option; Put option; optimization; risk management (en)
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http://linked.open...ontrolniKodProRIV
  • [1450C37DE5F0]
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  • Olomouc, Univerzita Palackého
http://linked.open...i/riv/mistoVydani
  • Olomouc
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  • MME 2014 - Mathematical Methods in Economics
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http://linked.open...UplatneniVysledku
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  • SUCHÁNEK, Petr
  • BUCKI, Robert
  • MARECKI, Franciszek
  • MARECKA, Monika
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • Univerzita Palackého v Olomouci
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  • 978-80-244-4209-9
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  • 19520
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