- Author
- Gudaszewski Wojciech, Łukojć Adam, Mróz Wojciech
- Title
- Wycena jednoczynnikowych opcji egzotycznych
- Source
- Rynek Terminowy, 2004, nr 1, s. 13-23, bibliogr. 18 poz.
- Keyword
- Wycena opcji, Instrumenty pochodne, Opcje egzotyczne, Kontrakty opcyjne
Options pricing, Derivatives, Exotic options, Option contracts - Abstract
- Artykuł ma na celu przybliżenie podstawowych cech wybranych klas opcji egzotycznych: - forward-start, - wyboru (chooser options), - barierowych (barrier options), - binarnych (binary options), - lookback, - średniej ceny (average price options), - złożonych (compound options), - contingent premium oraz wprowadzenie w problematykę ich wyceny.
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Bibliography
-
- Garman M., The Pricing of Supershares, Journal of Financial Economics (6), 1978 r.
- Geske R., The Valuation of Compound Options, Journal of Financial Economics, 7March 1979r.
- Goldman B., Sosin H., Gatto M.A., Path Dependent Options: Buy at the Low, Sell atthe High, Journal of Finance, December 1979 r.
- Hackansson N., The Purchasing Power Fund: A New Kind of Financial Intermediary,Financial Analyst Journal, November/December 1976 r.
- Hull J., Options, Futures, and Other Derivatives, Prentice Hall, 2002 r.
- Jajuga K., Kuziak K., Markowski P, Inwestycje Finansowe, AE Wrocław, 1998 r.
- Jarrow R., Turnbull S., Derivative Securities, South-Western, 2000 r.
- Kat Harry M., Structured Equity Derivatives: The Definitive Guide to Exotic Optionsand Structured Notes, Wiley, 2001 r.
- Kolb Robert W., Futures, Options, and Swaps, Blackwell Publishing, 2003 r.
- Nelken I,, Handbook of Exotic Options, Irwin, 1996 r.
- Rubinstein M., Pay Now, Choose Later, Risk, February 1991 r.
- Rubinstein M., Breaking Down the Barriers, Risk, September 1991 r.
- Rubinstein M., Options for the Undecided, Risk, April 1991 r.
- Rubinstein M., Unscrambling the Binary Code, Risk, October 1991 r.
- Rubinstein M., Reiner E., Exotic Options, University of California at Berkeley, 1995 r.
- Smithson Charles W., Managing Financial Risk, McGraw-Hill, 1998 r.
- Tucker Alan, Exotic Options, Pace University, New York, 1995 r.
- Zhang Peter G., Exotic Options: A Guide to the Second-Generation Options, World Scientific, 2001 r.
- Cited by
- ISSN
- 1508-972X
- Language
- pol
