About: Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The paper deals with zero-cost option structures which has become a popular tool of hedging. They come from a combination of standard and exotic option. They always contain purchased and sold options whose values are equal. The most popular is zero-cost collar strategy. The banks say that any structure can be practically built as zero-cost and they offer many option products as zero-cost. They particularly use exotic options for it. there fore there are 3 selected option products analysed in this paper. In two of them, the theoretical findings are also checked in particular option contract. The goal of this paper is to find out whether it is possible to analyse the products simply and quickly and whether they are understandable for enterprises. The understandability is the basic requirement for correct using and setting of strategy to the come be tool of the enterprise´s currency risk management. It showed up that the collar strategy can be analysed quite simply. An analysis of strategies including exotic options comes to the conclusion that there are too many parameters which can cause incorrect strategy settings. The paper deals with zero-cost option structures which has become a popular tool of hedging. They come from a combination of standard and exotic option. They always contain purchased and sold options whose values are equal. The most popular is zero-cost collar strategy. The banks say that any structure can be practically built as zero-cost and they offer many option products as zero-cost. They particularly use exotic options for it. there fore there are 3 selected option products analysed in this paper. In two of them, the theoretical findings are also checked in particular option contract. The goal of this paper is to find out whether it is possible to analyse the products simply and quickly and whether they are understandable for enterprises. The understandability is the basic requirement for correct using and setting of strategy to the come be tool of the enterprise´s currency risk management. It showed up that the collar strategy can be analysed quite simply. An analysis of strategies including exotic options comes to the conclusion that there are too many parameters which can cause incorrect strategy settings. (en)
Title	Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises (en)
skos:prefLabel	Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises Zero-Cost Option Products Analysis of the Czech Banks to the Enterprises (en)
skos:notation	RIV/70883521:28120/12:43868807!RIV13-MSM-28120___
http://linked.open...avai/riv/aktivita	V
http://linked.open...avai/riv/aktivity	V
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Bartoňová, Marie
http://linked.open.../riv/druhVysledku	C - Kapitola v knize
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Tomáše Bati ve Zlíně / Fakulta managementu a ekonomiky
http://linked.open...dnocenehoVysledku	182280
http://linked.open...ai/riv/idVysledku	RIV/70883521:28120/12:43868807
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	zero-cost option strategies, put option, call option, Collar, Forward Corridor, Forward Accumulator, hedging, currency risk (en)
http://linked.open.../riv/klicoveSlovo	currency risk zero-cost option strategies hedging Collar Forward Accumulator Forward Corridor call option put option
http://linked.open...ontrolniKodProRIV	[838957289ADC]
http://linked.open...i/riv/mistoVydani	Berlín
http://linked.open...i/riv/nazevZdroje	Challenges, Research and Perspectives
http://linked.open...in/vavai/riv/obor	AE
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...v/pocetStranKnihy	300 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Bartoňová, Marie
number of pages	17 (xsd:int)
http://purl.org/ne...btex#hasPublisher	SDL Digitaler Buchdruck
https://schema.org/isbn	978-3-942171-86-1
http://localhost/t...ganizacniJednotka	28120

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