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Pregled bibliografske jedinice broj: 764963

Valuation of Options by Using Excel


Prohaska, Zdenko; Olgić Draženović, Bojana; Uroda, Ivan
Valuation of Options by Using Excel // Proceedings of the 38th International convention on information and communication technology, electronics and microelectronics : MIPRO 2015 ; Computers in education: CE / Biljanović, Petar (ur.).
Rijeka: Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO, 2015. str. 1016-1020 doi:10.1109/MIPRO.2015.7160404 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


CROSBI ID: 764963 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Valuation of Options by Using Excel

Autori
Prohaska, Zdenko ; Olgić Draženović, Bojana ; Uroda, Ivan

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
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, 2015, 1016-1020

ISBN
978-953-233-083-0

Skup
MIPRO 2015 - 38th International convention on information and communication technology, electronics and microelectronics

Mjesto i datum
Opatija, Hrvatska, 25.05.2015. - 29.05.2015

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
valuation ; options ; Black and Scholes model ; investing ; spreadsheets

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

Napomena
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



POVEZANOST RADA


Projekti:
13.02.1.2.02

Ustanove:
Ekonomski fakultet, Rijeka

Poveznice na cjeloviti tekst rada:

doi ieeexplore.ieee.org

Citiraj ovu publikaciju:

Prohaska, Zdenko; Olgić Draženović, Bojana; Uroda, Ivan
Valuation of Options by Using Excel // Proceedings of the 38th International convention on information and communication technology, electronics and microelectronics : MIPRO 2015 ; Computers in education: CE / Biljanović, Petar (ur.).
Rijeka: Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO, 2015. str. 1016-1020 doi:10.1109/MIPRO.2015.7160404 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Prohaska, Z., Olgić Draženović, B. & Uroda, I. (2015) Valuation of Options by Using Excel. U: Biljanović, P. (ur.)Proceedings of the 38th International convention on information and communication technology, electronics and microelectronics : MIPRO 2015 ; Computers in education: CE doi:10.1109/MIPRO.2015.7160404.
@article{article, author = {Prohaska, Zdenko and Olgi\'{c} Dra\v{z}enovi\'{c}, Bojana and Uroda, Ivan}, editor = {Biljanovi\'{c}, P.}, year = {2015}, pages = {1016-1020}, DOI = {10.1109/MIPRO.2015.7160404}, keywords = {valuation, options, Black and Scholes model, investing, spreadsheets}, doi = {10.1109/MIPRO.2015.7160404}, isbn = {978-953-233-083-0}, title = {Valuation of Options by Using Excel}, keyword = {valuation, options, Black and Scholes model, investing, spreadsheets}, publisher = {Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO}, publisherplace = {Opatija, Hrvatska} }
@article{article, author = {Prohaska, Zdenko and Olgi\'{c} Dra\v{z}enovi\'{c}, Bojana and Uroda, Ivan}, editor = {Biljanovi\'{c}, P.}, year = {2015}, pages = {1016-1020}, DOI = {10.1109/MIPRO.2015.7160404}, keywords = {valuation, options, Black and Scholes model, investing, spreadsheets}, doi = {10.1109/MIPRO.2015.7160404}, isbn = {978-953-233-083-0}, title = {Valuation of Options by Using Excel}, keyword = {valuation, options, Black and Scholes model, investing, spreadsheets}, publisher = {Hrvatska udruga za informacijsku i komunikacijsku tehnologiju, elektroniku i mikroelektroniku - MIPRO}, publisherplace = {Opatija, Hrvatska} }

Časopis indeksira:


  • Web of Science Core Collection (WoSCC)
    • Conference Proceedings Citation Index - Science (CPCI-S)
  • Scopus


Citati:





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