Risk mearures and bid-ask spreads of options over standard and poor index
19 páginas incluye ilustraciones y diagramas
- Autores:
-
Perez Cañon, Natalia
- Tipo de recurso:
- Fecha de publicación:
- 2013
- Institución:
- Universidad de la Sabana
- Repositorio:
- Repositorio Universidad de la Sabana
- Idioma:
- eng
- OAI Identifier:
- oai:intellectum.unisabana.edu.co:10818/11528
- Acceso en línea:
- http://hdl.handle.net/10818/11528
- Palabra clave:
- Índice de precios -- Estados Unidos
Oferta y demanda -- Índice de precios
Cambio exterior -- Índice de precios
- Rights
- License
- http://purl.org/coar/access_right/c_abf2
| id |
REPOUSABA2_d61a3bb00bb1de222f2ef7799fe7a4bb |
|---|---|
| oai_identifier_str |
oai:intellectum.unisabana.edu.co:10818/11528 |
| network_acronym_str |
REPOUSABA2 |
| network_name_str |
Repositorio Universidad de la Sabana |
| repository_id_str |
|
| spelling |
Ortiz Nino, Diego AlejandroPerez Cañon, NataliaEconomista con énfasis en Finanzas Internacionales.2014-08-19T23:45:21Z2014-08-19T23:45:21Z20132014-08-19BOYRIE YOUNG O, Kim, and J PARK, "Price Risk and Bid - Ask Spreads of Currency Options"HUANG. Roger ROLL. Huans, 1997, "The components of the Bid - ask Spread: a general approach"GEORGE Thomas J. LONGSTAFF Francis A, 1993, "Bid - Ask Spreads and Trading Activity in the S&P 100 Index Options Derivates"H. Goldstein, 1986, "Multilevel mixed linear model analysis using iterativegeneralized least squares"CBOE, Chicago Board Options Exchange, www.cboe.comJ.C. Ndogmo, 2005, "Hedging of Financial Derivatives and Portfolio Insurance" " Index OptionTrading", www.theoptionsguide.comBEYGELMAN, Raisa, 2005, "Bid - Ask Spreads and Asymmetry of Option Prices"ROLL. Huns, 1989, "Inferring the components of the Bid - Ask Spread: Theory and empirical tests"DIAZ Jhon Alexis, 2009, "Determinantes del Spread Bid - Ask de las opciones Call y Put sobre el índice Dow - Jones"http://hdl.handle.net/10818/1152819 páginas incluye ilustraciones y diagramasThis paper the bid-ask spread for options over the standard and poor index pof chicago boar option eschange (CBOE) and how explained by th greek letters ootions based on Maria E. de Boirie Yong o kim. Simon J Park. the contribution of this paper is to relate and extend this teory from currency options ti indexoptions, and demostrate the significance of the greeks of the options over the S&P index. Nota: Para consultar la carta de autorización de publicación de este documento por favor copie y pegue el siguiente enlace en su navegador de internet: http://hdl.handle.net/10818/11529Universidad de la SabanaEconomía y Finanzas InternacionalesEscuela Internacional de Ciencias Económicas y AdministrativasIntellectum Repositorio Universidad de la SabanaUniversidad de la SabanaÍndice de precios -- Estados UnidosOferta y demanda -- Índice de preciosCambio exterior -- Índice de preciosRisk mearures and bid-ask spreads of options over standard and poor indexThesisinfo:eu-repo/semantics/bachelorThesishttp://purl.org/coar/resource_type/c_7a1fenghttp://purl.org/coar/access_right/c_abf2ORIGINALNatalia Perez Cañon (tesis).pdfNatalia Perez Cañon (tesis).pdfVer documento en PDFapplication/pdf3001695https://intellectum.unisabana.edu.co/bitstream/10818/11528/1/Natalia%20Perez%20Ca%c3%b1on%20%28tesis%29.pdfd2981192089c8e36bc6628f61fde48c0MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-8498https://intellectum.unisabana.edu.co/bitstream/10818/11528/2/license.txtf52a2cfd4df262e08e9b300d62c85cabMD52TEXTNatalia Perez Cañon (tesis).pdf.txtNatalia Perez Cañon (tesis).pdf.txtExtracted Texttext/plain19https://intellectum.unisabana.edu.co/bitstream/10818/11528/3/Natalia%20Perez%20Ca%c3%b1on%20%28tesis%29.pdf.txt34707007dbafe633bdf2db42a0e898d5MD5310818/11528oai:intellectum.unisabana.edu.co:10818/115282019-02-13 15:04:57.659Intellectum Universidad de la Sabanacontactointellectum@unisabana.edu.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 |
| dc.title.es_CO.fl_str_mv |
Risk mearures and bid-ask spreads of options over standard and poor index |
| title |
Risk mearures and bid-ask spreads of options over standard and poor index |
| spellingShingle |
Risk mearures and bid-ask spreads of options over standard and poor index Índice de precios -- Estados Unidos Oferta y demanda -- Índice de precios Cambio exterior -- Índice de precios |
| title_short |
Risk mearures and bid-ask spreads of options over standard and poor index |
| title_full |
Risk mearures and bid-ask spreads of options over standard and poor index |
| title_fullStr |
Risk mearures and bid-ask spreads of options over standard and poor index |
| title_full_unstemmed |
Risk mearures and bid-ask spreads of options over standard and poor index |
| title_sort |
Risk mearures and bid-ask spreads of options over standard and poor index |
| dc.creator.fl_str_mv |
Perez Cañon, Natalia |
| dc.contributor.author.none.fl_str_mv |
Perez Cañon, Natalia |
| dc.contributor.none.fl_str_mv |
Ortiz Nino, Diego Alejandro |
| dc.subject.none.fl_str_mv |
Índice de precios -- Estados Unidos Oferta y demanda -- Índice de precios Cambio exterior -- Índice de precios |
| topic |
Índice de precios -- Estados Unidos Oferta y demanda -- Índice de precios Cambio exterior -- Índice de precios |
| description |
19 páginas incluye ilustraciones y diagramas |
| publishDate |
2013 |
| dc.date.created.none.fl_str_mv |
2013 |
| dc.date.accessioned.none.fl_str_mv |
2014-08-19T23:45:21Z |
| dc.date.available.none.fl_str_mv |
2014-08-19T23:45:21Z |
| dc.date.issued.none.fl_str_mv |
2014-08-19 |
| dc.type.es_CO.fl_str_mv |
Thesis |
| dc.type.none.fl_str_mv |
info:eu-repo/semantics/bachelorThesis |
| dc.type.coar.fl_str_mv |
http://purl.org/coar/resource_type/c_7a1f |
| dc.identifier.citation.none.fl_str_mv |
BOYRIE YOUNG O, Kim, and J PARK, "Price Risk and Bid - Ask Spreads of Currency Options" HUANG. Roger ROLL. Huans, 1997, "The components of the Bid - ask Spread: a general approach" GEORGE Thomas J. LONGSTAFF Francis A, 1993, "Bid - Ask Spreads and Trading Activity in the S&P 100 Index Options Derivates" H. Goldstein, 1986, "Multilevel mixed linear model analysis using iterativegeneralized least squares" CBOE, Chicago Board Options Exchange, www.cboe.com J.C. Ndogmo, 2005, "Hedging of Financial Derivatives and Portfolio Insurance" " Index OptionTrading", www.theoptionsguide.com BEYGELMAN, Raisa, 2005, "Bid - Ask Spreads and Asymmetry of Option Prices" ROLL. Huns, 1989, "Inferring the components of the Bid - Ask Spread: Theory and empirical tests" DIAZ Jhon Alexis, 2009, "Determinantes del Spread Bid - Ask de las opciones Call y Put sobre el índice Dow - Jones" |
| dc.identifier.uri.none.fl_str_mv |
http://hdl.handle.net/10818/11528 |
| identifier_str_mv |
BOYRIE YOUNG O, Kim, and J PARK, "Price Risk and Bid - Ask Spreads of Currency Options" HUANG. Roger ROLL. Huans, 1997, "The components of the Bid - ask Spread: a general approach" GEORGE Thomas J. LONGSTAFF Francis A, 1993, "Bid - Ask Spreads and Trading Activity in the S&P 100 Index Options Derivates" H. Goldstein, 1986, "Multilevel mixed linear model analysis using iterativegeneralized least squares" CBOE, Chicago Board Options Exchange, www.cboe.com J.C. Ndogmo, 2005, "Hedging of Financial Derivatives and Portfolio Insurance" " Index OptionTrading", www.theoptionsguide.com BEYGELMAN, Raisa, 2005, "Bid - Ask Spreads and Asymmetry of Option Prices" ROLL. Huns, 1989, "Inferring the components of the Bid - Ask Spread: Theory and empirical tests" DIAZ Jhon Alexis, 2009, "Determinantes del Spread Bid - Ask de las opciones Call y Put sobre el índice Dow - Jones" |
| url |
http://hdl.handle.net/10818/11528 |
| dc.language.iso.fl_str_mv |
eng |
| language |
eng |
| dc.rights.coar.fl_str_mv |
http://purl.org/coar/access_right/c_abf2 |
| rights_invalid_str_mv |
http://purl.org/coar/access_right/c_abf2 |
| dc.publisher.none.fl_str_mv |
Universidad de la Sabana |
| dc.publisher.program.none.fl_str_mv |
Economía y Finanzas Internacionales |
| dc.publisher.department.none.fl_str_mv |
Escuela Internacional de Ciencias Económicas y Administrativas |
| publisher.none.fl_str_mv |
Universidad de la Sabana |
| dc.source.none.fl_str_mv |
Intellectum Repositorio Universidad de la Sabana Universidad de la Sabana |
| institution |
Universidad de la Sabana |
| bitstream.url.fl_str_mv |
https://intellectum.unisabana.edu.co/bitstream/10818/11528/1/Natalia%20Perez%20Ca%c3%b1on%20%28tesis%29.pdf https://intellectum.unisabana.edu.co/bitstream/10818/11528/2/license.txt https://intellectum.unisabana.edu.co/bitstream/10818/11528/3/Natalia%20Perez%20Ca%c3%b1on%20%28tesis%29.pdf.txt |
| bitstream.checksum.fl_str_mv |
d2981192089c8e36bc6628f61fde48c0 f52a2cfd4df262e08e9b300d62c85cab 34707007dbafe633bdf2db42a0e898d5 |
| bitstream.checksumAlgorithm.fl_str_mv |
MD5 MD5 MD5 |
| repository.name.fl_str_mv |
Intellectum Universidad de la Sabana |
| repository.mail.fl_str_mv |
contactointellectum@unisabana.edu.co |
| _version_ |
1811952230899646464 |