PL EN


2013 | 174 | 143-159
Article title

Opcyjne strategie hedgingowe w zarządzaniu ryzykiem inwestycji kapitałowych

Content
Title variants
EN
Option Hedging Strategies in the Capital Investments Risk Management
Languages of publication
PL
Abstracts
EN
Investment trends in the domestic capital market will be examined in this article. Risks associated with capital investment of entities will be analyzed as well. Hedging strategies based on some exotic options will be proposed to reduce risk of capital investments. Impact of sensitivity coefficients on option price will be analyzed to indicate options with best performance.
Year
Volume
174
Pages
143-159
Physical description
Contributors
References
  • M. Mostowy, T. Szeląg: Pojęcie oraz istota hedgingu. "Rynek Terminowy" 2005, nr 28, s. 5.
  • W. Tarczyński: Inżynieria finansowa. Instrumentarium, strategie, zarządzanie ryzykiem. Placet, Warszawa 1999, s. 75.
  • F. Black, M.J. Scholes: The Pricing of Options and Corporate Liabilities. "Journal of Political Economy" 1973, Vol. 3, s. 637.
  • P. Zhang: Exotic Options. A Guide to Second Generation Options. World Scientific, Singapore - New Jersey - London - Hong Kong 2001, s. 115.
  • A. Sopoćko: Rynkowe instrumenty finansowe. Wydawnictwo Naukowe PWN, Warszawa 2005, s. 273.
  • I. Pruchnicka-Grabias: Egzotyczne opcje finansowe. CeDeWu, Warszawa 2006, s. 24.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-090fac69-b345-46cf-9dec-8a7fac5c7dc3
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