DTB-Optionsanalyse:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Rosenheim
Müller
1994
|
| Edition: | 2. Aufl. |
| Series: | DTB-Report
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 81 S. graph. Darst. |
| ISBN: | 3980215458 |
Staff View
MARC
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| 700 | 1 | |a Flemisch, Marcus |e Verfasser |4 aut | |
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Record in the Search Index
| _version_ | 1808228150508781568 |
|---|---|
| adam_text |
INHALTSVERZEICHNIS
KAPITEL
L
DAS
PRICING
VON
OPTIONEN
1.
GRUNDSAETZLICHES
.9
2.
DAS
BLACK/SCHOLES
MODELL
.
11
2.1.
GRUNDSAETZLICHES
.
11
2.2.
DIE
FORMEL
UND
IHRE
BERECHNUNG
.
14
2.3.
PUT-CALL-PARITAET
.
18
2.4.
KRITISCHE
WUERDIGUNG
.
22
2.5.
ANPASSUNG
FUER
DIE
DEUTSCHE
TERMINBOERSE
.
23
3.
WEITERE
PREISMODELLE
.
25
KAPITEL
II
GRIECHISCH
FUER
OPTIONSANLEGER
1.
GRUNDSAETZLICHES
.
27
2.
DIE
ABLEITUNGEN
DER
BLACK/SCHOLES
FORMEL
.
29
2.1.
DAS
OPTIONS-DELTA
.
29
2.2.
DAS
OPTIONS-GAMMA
.
32
2.3.
DAS
OPTIONS-THETA
.
34
2.4.
DAS
OPTIONS-VEGA
.
36
2.5.
DAS
OPTIONS-RHO
.
38
2.6.
DAS
OPTIONS-OMEGA
.40
3.
ANWENDUNG
DER
SENSITIVITAETEN
IN
DER
PRAXIS
.
43
KAPITEL
III
HEDGING
MIT
OPTIONEN
UND
FUTURES
1.
HEDGING
.49
1.1.
GRUNDSAETZLICHES
.
49
1.2.
FUNKTIONSWEISE
.50
1.3.
DIE
HEDGE-RATIO
.
50
1.4.
SHORT
HEDGE
ODER
LONG
HEDGE?
.
51
1.5.
RISIKO-EINGRENZUNG
.
53
1.6.
DER
KORRELATIONSKOEFFIZIENT
.
54
2.
DER
BETA-FAKTOR
.
57
2.1.
BETA-AUSRICHTUNG
.
57
2.2.
BETA-HEDGING
.
59
2.3.
BETA-HEDGING
MIT
FUTURES
.
60
2.4.
BETA-HEDGING
MIT
OPTIONEN
.
62
3.
ANWENDUNG
DES
DELTA-FAKTORS
.
65
3.1.
DELTA-AUSRICHTUNG
.
65
3.2.
DELTA-HEDGING
.
66
3.3.
DELTA-STEUERUNG
VON
OPTIONSKOMBINATIONEN
.
68
4.
ANWENDUNG
DES
GAMMA-FAKTORS
.70
4.1.
GAMMA-HEDGING
.
70
4.2.
GAMMA-STEUERUNG
VON
OPTIONSKOMBINATIONEN
.
71
ANHANG |
| any_adam_object | 1 |
| author | Müller, Thomas 1967- Flemisch, Marcus |
| author_GND | (DE-588)130799823 |
| author_facet | Müller, Thomas 1967- Flemisch, Marcus |
| author_role | aut aut |
| author_sort | Müller, Thomas 1967- |
| author_variant | t m tm m f mf |
| building | Verbundindex |
| bvnumber | BV010127589 |
| classification_rvk | QK 650 |
| ctrlnum | (OCoLC)75803010 (DE-599)BVBBV010127589 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. Aufl. |
| format | Book |
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| id | DE-604.BV010127589 |
| illustrated | Illustrated |
| indexdate | 2024-08-24T00:52:23Z |
| institution | BVB |
| isbn | 3980215458 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006725418 |
| oclc_num | 75803010 |
| open_access_boolean | |
| owner | DE-Aug4 |
| owner_facet | DE-Aug4 |
| physical | 81 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Müller |
| record_format | marc |
| series2 | DTB-Report |
| spelling | Müller, Thomas 1967- Verfasser (DE-588)130799823 aut DTB-Optionsanalyse Thomas Müller 2. Aufl. Rosenheim Müller 1994 81 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier DTB-Report Deutsche Terminbörse (DE-588)4212755-5 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Deutsche Terminbörse (DE-588)4212755-5 b Optionspreistheorie (DE-588)4135346-8 s Mathematisches Modell (DE-588)4114528-8 s DE-604 Black-Scholes-Modell (DE-588)4206283-4 s Flemisch, Marcus Verfasser aut DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006725418&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Müller, Thomas 1967- Flemisch, Marcus DTB-Optionsanalyse Deutsche Terminbörse (DE-588)4212755-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4212755-5 (DE-588)4135346-8 (DE-588)4206283-4 (DE-588)4114528-8 |
| title | DTB-Optionsanalyse |
| title_auth | DTB-Optionsanalyse |
| title_exact_search | DTB-Optionsanalyse |
| title_full | DTB-Optionsanalyse Thomas Müller |
| title_fullStr | DTB-Optionsanalyse Thomas Müller |
| title_full_unstemmed | DTB-Optionsanalyse Thomas Müller |
| title_short | DTB-Optionsanalyse |
| title_sort | dtb optionsanalyse |
| topic | Deutsche Terminbörse (DE-588)4212755-5 gnd Optionspreistheorie (DE-588)4135346-8 gnd Black-Scholes-Modell (DE-588)4206283-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Deutsche Terminbörse Optionspreistheorie Black-Scholes-Modell Mathematisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006725418&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT mullerthomas dtboptionsanalyse AT flemischmarcus dtboptionsanalyse |