Risk mearures and bid-ask spreads of options over standard and poor index
19 páginas incluye ilustraciones y diagramas
- Autores:
- 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:
- https://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
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Risk mearures and bid-ask spreads of options over standard and poor indexÍndice de precios -- Estados UnidosOferta y demanda -- Índice de preciosCambio exterior -- Índice de precios19 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 AdministrativasOrtiz Nino, Diego AlejandroPerez Cañon, Natalia2014-08-19T23:45:21Z2014-08-19T23:45:21Z20132014-08-19Tesis/Trabajo de grado - Pregradohttp://purl.org/coar/resource_type/c_7a1fhttp://purl.org/coar/version/c_970fb48d4fbd8a85Textoinfo:eu-repo/semantics/bachelorThesishttp://purl.org/redcol/resource_type/TPapplication/pdfBOYRIE 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"https://hdl.handle.net/10818/11528Intellectum Repositorio Universidad de la SabanaUniversidad de la Sabanaenghttp://purl.org/coar/access_right/c_abf2oai:intellectum.unisabana.edu.co:10818/115282025-12-15T17:37:31Z |
| dc.title.none.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.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.none.fl_str_mv |
2013 2014-08-19T23:45:21Z 2014-08-19T23:45:21Z 2014-08-19 |
| dc.type.none.fl_str_mv |
Tesis/Trabajo de grado - Pregrado http://purl.org/coar/resource_type/c_7a1f http://purl.org/coar/version/c_970fb48d4fbd8a85 Texto info:eu-repo/semantics/bachelorThesis http://purl.org/redcol/resource_type/TP |
| dc.identifier.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" https://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 |
https://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.format.none.fl_str_mv |
application/pdf |
| dc.publisher.none.fl_str_mv |
Universidad de la Sabana Economía y Finanzas Internacionales Escuela Internacional de Ciencias Económicas y Administrativas |
| publisher.none.fl_str_mv |
Universidad de la Sabana Economía y Finanzas Internacionales Escuela Internacional de Ciencias Económicas y Administrativas |
| dc.source.none.fl_str_mv |
Intellectum Repositorio Universidad de la Sabana Universidad de la Sabana |
| institution |
Universidad de la Sabana |
| repository.name.fl_str_mv |
|
| repository.mail.fl_str_mv |
|
| _version_ |
1860891734804791296 |