About: Difference in Option Pricing Between Binomial and Black-Scholes Model     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
  • The aim of our research is to compare Binomial and Black-Scholes option pricing model. We have selected options whose underlying assets are shares as well as indices under the condition that all these financial instruments have the same expiration date. We have examined whether the values obtained from Binomial model differ significantly from the values calculated by Black-Scholes model. Finally, these computations from both models have been compared with the real market price quoted in the financial market.
  • The aim of our research is to compare Binomial and Black-Scholes option pricing model. We have selected options whose underlying assets are shares as well as indices under the condition that all these financial instruments have the same expiration date. We have examined whether the values obtained from Binomial model differ significantly from the values calculated by Black-Scholes model. Finally, these computations from both models have been compared with the real market price quoted in the financial market. (en)
Title
  • Difference in Option Pricing Between Binomial and Black-Scholes Model
  • Difference in Option Pricing Between Binomial and Black-Scholes Model (en)
skos:prefLabel
  • Difference in Option Pricing Between Binomial and Black-Scholes Model
  • Difference in Option Pricing Between Binomial and Black-Scholes Model (en)
skos:notation
  • RIV/00216224:14560/14:00077218!RIV15-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
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
  • 11415
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/14:00077218
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Option pricing; Black-Scholes model; Binomial model (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [2CC2A7B04B19]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Managing and Modelling of Financial Risks
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Florianová, Hana
  • Chmelíková, Barbora
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • VŠB-Technická univerzita Ostrava, Ekonomická fakulta, Katedra financí
https://schema.org/isbn
  • 9788024836317
http://localhost/t...ganizacniJednotka
  • 14560
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, 112 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software