Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Application of synthetic straddle for control of the fund risk
Available online: 14 December 2011 Subject Heading: Stock market JEL Classification:
In the article it is substantiated the need of applying the synthetic options on the fund market. The model of construction and use of synthetic straddle, which makes possible for investor to considerably decrease the individual fund risk, connected with the basic active memberships located in his property is developed. For constructing synthetic straddle is used to the binomial model, taking into account of the price change of the performance of straddle according to linear regression. Keywords: synthetic financial tools, option, straddle, fund risk |
ISSN 2311-8709 (Online)
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