About: Vztahy mezi cenami put a call opcí     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • There are many known results that relate put and call values to each other. The paper concerns on three special types of these results - Put-Call Parity, Put-Call Duality and Put-Call Symmetry. Each of them is derived and described as closely as possible. These results differ especially in terms of the generality of the model for the underlying dynamics and in terms of whether they apply to both European and American options. Usefulness of these results lies first of all at pricing and hedging of options.
  • There are many known results that relate put and call values to each other. The paper concerns on three special types of these results - Put-Call Parity, Put-Call Duality and Put-Call Symmetry. Each of them is derived and described as closely as possible. These results differ especially in terms of the generality of the model for the underlying dynamics and in terms of whether they apply to both European and American options. Usefulness of these results lies first of all at pricing and hedging of options. (en)
Title
  • Vztahy mezi cenami put a call opcí
  • Vztahy mezi cenami put a call opcí (cs)
  • Relationships between prices of put and call options (en)
skos:prefLabel
  • Vztahy mezi cenami put a call opcí
  • Vztahy mezi cenami put a call opcí (cs)
  • Relationships between prices of put and call options (en)
skos:notation
  • RIV/61989100:27510/03:00007655!RIV/2004/MSM/275104/N
http://linked.open.../vavai/riv/strany
  • 319-322
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM 275100015)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 635366
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/03:00007655
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Put-Call parity, symmetry, duality, static replication (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [81F265F289A0]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Výsledky vědecké práce studentů doktorského studia Ekf VŠB-TU,Ostrava
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...ocetUcastnikuAkce
http://linked.open...nichUcastnikuAkce
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Tichý, Tomáš
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • VŠB - TU Ostrava, Ekonomická fakulta
https://schema.org/isbn
  • 80-7302-045-9
http://localhost/t...ganizacniJednotka
  • 27510
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 59 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software