Valuation of Options by Using Excel (CROSBI ID 624928)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Prohaska, Zdenko ; Olgić Draženović, Bojana ; Uroda, Ivan
engleski
Valuation of Options by Using Excel
Options represent the right to buy or to sell a specific number of underlying assets (stocks, indexes, commodities etc.) at a given price in a predetermined period of time. To analyze the value of options the Black and Scholes model will be presented and special spreadsheets will be developed using only “plain vanilla” Excel, i.e. its basic financial functions, for call and put options in the case ofstocks which are paying or not paying dividends. The reason for using only “plain vanilla” Excel is a better portability of such spreadsheets for students at faculties of economics and in the public sector on different platforms or computers with various operating systems.
valuation ; options ; Black and Scholes model ; investing ; spreadsheets
Indexed/abstracted in: Web of Science - Core Collection/CPCI, SCOPUS, INSPEC, IEEE Xplore (+ full text) ; Ovo istraživanje je sufinanciralo Sveučilište u Rijeci u okviru projekta 13.02.1.2.02
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Podaci o prilogu
1016-1020.
2015.
objavljeno
10.1109/MIPRO.2015.7160404
Podaci o matičnoj publikaciji
Proceedings of the 38th International convention on information and communication technology, electronics and microelectronics : MIPRO 2015 ; Computers in education: CE
Biljanović, Petar
Rijeka: Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO
978-953-233-083-0
1847-3946
Podaci o skupu
MIPRO 2015
predavanje
25.05.2015-29.05.2015
Opatija, Hrvatska
Povezanost rada
Ekonomija