Managing the equity risk using Short Put Ladder strategy by barrier options
Monika Timková, Michal Šoltés
| Year of publication: |
2019
|
|---|---|
| Authors: | Timková, Monika ; Šoltés, Michal |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 16.2019, 4, p. 133-145
|
| Subject: | barrier option | equity option | option strategy | risk management | underlying asset | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Hedging | Black-Scholes-Modell | Black-Scholes model | Aktienoption | Stock option |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.16(4).2019.12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177653