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  • The goal of this paper is to define models for option assessing and to test their effectiveness or their exactness using real market data. We demonstrated the application of option assessing theory on options emitted on the American Dow Jones Index, German DAX Index and Japanese Nikkei 225 Index. Using these important indicators of economical conditions of world?s leading and closely linked economics and therefore using options derived from these indexes, We will determine universal conclusion about reliability of most widely known models for assessing. We have to point out that the tracking period for this paper was one month. The examination of this subject would have to take much longer to fully prove the reliability of chosen models for assessing. Therefore, the conclusion of this paper is supposed to have rather probability nature.
  • The goal of this paper is to define models for option assessing and to test their effectiveness or their exactness using real market data. We demonstrated the application of option assessing theory on options emitted on the American Dow Jones Index, German DAX Index and Japanese Nikkei 225 Index. Using these important indicators of economical conditions of world?s leading and closely linked economics and therefore using options derived from these indexes, We will determine universal conclusion about reliability of most widely known models for assessing. We have to point out that the tracking period for this paper was one month. The examination of this subject would have to take much longer to fully prove the reliability of chosen models for assessing. Therefore, the conclusion of this paper is supposed to have rather probability nature. (en)
Title
  • Applications of Option Pricing Theory
  • Applications of Option Pricing Theory (en)
skos:prefLabel
  • Applications of Option Pricing Theory
  • Applications of Option Pricing Theory (en)
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  • RIV/70883521:28120/10:63509646!RIV11-MSM-28120___
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  • 247540
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  • RIV/70883521:28120/10:63509646
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  • underlying asset; index; option; option pricing approaches (en)
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  • SK - Slovenská republika
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  • [F7F4D0928C07]
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  • Translations of the Universities of Košice
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  • Polách, Jiří
  • Kovářík, Michal
issn
  • 1335-2334
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  • 28120
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