"RIV/61989100:27510/03:00007698!RIV/2004/GA0/275104/N" . "Approaches to apprising financial derivatives with application to non-option contracts" . . "[02A15A993E02]" . "0"^^ . . "1"^^ . "0"^^ . "Approaches to apprising financial derivatives with application to non-option contracts"@en . . . . . "Future of the Banking after the Year 2000 in the World and in the Czech Republic" . "1"^^ . "P(GA402/02/1046), Z(MSM 275100015)" . "Zme\u0161kal, Zden\u011Bk" . "Approaches to apprising financial derivatives with application to non-option contracts" . "27510" . . . . "Slezsk\u00E1 univerzita v Opav\u011B. Obchodn\u011B podnikatelsk\u00E1 fakulta v Karvin\u00E9" . . . "RIV/61989100:27510/03:00007698" . "Non-option derivative contract, forward, futures, non-arbitrage strategy, replication strategy, hedging strategy, discrete payoffs, continuous payoffs"@en . . "80-7248-215-7" . "2003-10-15+02:00"^^ . . . "Approaches to apprising financial derivatives with application to non-option contracts"@en . "14"^^ . "598979" . . . . "V p\u0159\u00EDsp\u011Bvku jsou pops\u00E1ny p\u0159\u00EDstupy k oce\u0148ov\u00E1n\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F se z\u0159etelem na oce\u0148ov\u00E1n\u00ED term\u00EDnov\u00FDch kontrakt\u016F typu forward. Pops\u00E1ny a odvozeny jsou strategie na b\u00E1zi nemo\u017Enosti arbitr\u00E1\u017Ee, replika\u010Dn\u00ED strategie a hedgingov\u00E1 strategie. Oce\u0148ov\u00E1n\u00ED je prov\u00E1d\u011Bno za p\u0159edpokladu dokonal\u00E9ho trhu. Podkladov\u00FDmi aktiv forward\u016F jsou, akcie, akcie s v\u00FDplatou dividend, obligace, obligace s kup\u00F3ny, komodita s n\u00E1klady skladov\u00E1n\u00ED, m\u011Bna. Modely oce\u0148ov\u00E1n\u00ED jsou formulov\u00E1ny jak pro diskr\u00E9tn\u00ED tak pro spojit\u00E9 v\u00FDplaty. Je uk\u00E1z\u00E1no, \u017Ee za podm\u00EDnek dokonal\u00E9ho trhu vedou v\u0161echny strategie ke stejn\u00FDm v\u00FDsledk\u016Fm." . . "Karvin\u00E1" . . . "Karvin\u00E1" . "1-14" . "V p\u0159\u00EDsp\u011Bvku jsou pops\u00E1ny p\u0159\u00EDstupy k oce\u0148ov\u00E1n\u00ED finan\u010Dn\u00EDch deriv\u00E1t\u016F se z\u0159etelem na oce\u0148ov\u00E1n\u00ED term\u00EDnov\u00FDch kontrakt\u016F typu forward. Pops\u00E1ny a odvozeny jsou strategie na b\u00E1zi nemo\u017Enosti arbitr\u00E1\u017Ee, replika\u010Dn\u00ED strategie a hedgingov\u00E1 strategie. Oce\u0148ov\u00E1n\u00ED je prov\u00E1d\u011Bno za p\u0159edpokladu dokonal\u00E9ho trhu. Podkladov\u00FDmi aktiv forward\u016F jsou, akcie, akcie s v\u00FDplatou dividend, obligace, obligace s kup\u00F3ny, komodita s n\u00E1klady skladov\u00E1n\u00ED, m\u011Bna. Modely oce\u0148ov\u00E1n\u00ED jsou formulov\u00E1ny jak pro diskr\u00E9tn\u00ED tak pro spojit\u00E9 v\u00FDplaty. Je uk\u00E1z\u00E1no, \u017Ee za podm\u00EDnek dokonal\u00E9ho trhu vedou v\u0161echny strategie ke stejn\u00FDm v\u00FDsledk\u016Fm."@en . . . .