Naslov
Option leverage

Autori
Gardijan, Margareta

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

Izvornik
Proceedings of the 11th International Symposium on Operational Research SOR '11 / L. Zadnik Stirn, J. Žerovnik, J.Povh, S. Drobne, A. Lisec - Ljubljana : Slovensko društvo informatika, 2011, 291-296

ISBN
978-961-6165-35-8

Skup
The 11th International Symposium on Operational Research SOR '11

Mjesto i datum
Dolenjske Toplice, Slovenija, 28.09.2011. - 30.09.2011

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
options; leverage; elasticity; derivatives

Sažetak
Options are the most complex financial derivatives which open numerous possibilities to investors. One of those possibilities is achieving option leverage effect. By option leverage we mean the multiplication of profit from an option strategy with respect to changes in market price. In this paper we are analysing option leverage in terms an elasticity coefficient of profit functions for option strategies long call and short put and comparing the values of those coefficients to elasticity of profit from long postion in asset. It should be helpful for investors in decision making.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Ekonomija

Napomena
Citira se u: ISI (Index to Scientific & Technological Proceedings on CD-Rom and ISI/ISTP&B online database), Current Mathematical Publications, mathematical Revies, Mathsci, Zentralblatt für Mathematik/Mathematics Abstracts, Math on STN International, Compact Math, INSPEC, Journal of Economic Literature

POVEZANOST RADA