Home > Business & Economics > Industry & industrial studies > Implizite Volatilitäten im Black-Scholes-Modell
10%
Implizite Volatilitäten im Black-Scholes-Modell

Implizite Volatilitäten im Black-Scholes-Modell

          
5
4
3
2
1

International Edition


Premium quality
Premium quality
Bookswagon upholds the quality by delivering untarnished books. Quality, services and satisfaction are everything for us!
Easy Return
Easy return
Not satisfied with this product! Keep it in original condition and packaging to avail easy return policy.
Certified product
Certified product
First impression is the last impression! Address the book’s certification page, ISBN, publisher’s name, copyright page and print quality.
Secure Checkout
Secure checkout
Security at its finest! Login, browse, purchase and pay, every step is safe and secured.
Money back guarantee
Money-back guarantee:
It’s all about customers! For any kind of bad experience with the product, get your actual amount back after returning the product.
On time delivery
On-time delivery
At your doorstep on time! Get this book delivered without any delay.
Quantity:
Add to Wishlist

About the Book

Bachelorarbeit aus dem Jahr 2014 im Fachbereich BWL - Bank, Börse, Versicherung, Note: 1,3, FernUniversität Hagen (Fakultät für Wirtschaftswissenschaft), Sprache: Deutsch, Abstract: Seit Beginn des 20. Jahrhunderts hat sich der Handel mit Finanzderivaten schneller entwickelt als der aller anderen Finanzinstrumente. Unter Finanzderivaten werden Anlageformen verstanden, die von einem Basiswert, z. B. einem Wertpapier, Zinssatz, Index oder auch Rohstoff abgeleitet sind. Als Beispiele für Derivate können Optionen, Forwards oder auch Futures genannt werden. Wurden im Jahr 2000 noch Finanzderivate im Volumen von 384,6 Billionen US-Dollar an Terminbörsen gehandelt, war das Handelsvolumen im Jahr 2008 bereits auf 2.200 Billionen US-Dollar gestiegen. Durch diese über die Jahre gestiegene Bedeutung der Finanzderivate und damit der Terminbörsen rückte auch die implizite Volatilität immer stärker ins Blickfeld der Betrachtung. Die implizite Volatilität ist ein Maß, das die aktuell am Markt erwartete Schwankungsbreite eines Basiswertes angibt.Sie wird daher oft auch erwartete Volatilität genannt. Zur Bestimmung der impliziten Volatilität wird in der Praxis unter anderem das Black-Scholes-Modell verwendet. Das Black-Scholes-Modell geht auf die Wirtschaftswissenschaftler Fisher Black und Myron Samuel Scholes zurück. Nach anfänglicher Ablehnung des Modells durch einige Zeitschriften, veröffentlichten diese im Herbst 1973, unter Zuhilfenahme der Gedanken des Finanzökonomen Robert Carhart Merton, ihren später weltberühmten Artikel "The pricing of options and corporate liabilities". 24 Jahre später, im Jahr 1997, wurden Merton und Scholes dafür mit dem Nobelpreis in Wirtschaftswissenschaft ausgezeichnet. Black war zu diesem Zeitpunkt leider schon verstorben. Obwohl eigentlich schon in die Jahre gekommen, erfreut sich das Black-Scholes-Modell auch heute noch großer Beliebtheit und wird verwendet um Optionen zu bewerten. Ein Hauptgrund dafür ist sicher die Einfachheit in der Anwendung


Best Sellers



Product Details
  • ISBN-13: 9783656767930
  • Publisher: Grin Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Weight: 86 gr
  • ISBN-10: 3656767939
  • Publisher Date: 14 Oct 2014
  • Height: 210 mm
  • No of Pages: 56
  • Spine Width: 3 mm
  • Width: 148 mm


Similar Products

How would you rate your experience shopping for books on Bookswagon?

Add Photo
Add Photo

Customer Reviews

REVIEWS           
Click Here To Be The First to Review this Product
Implizite Volatilitäten im Black-Scholes-Modell
Grin Publishing -
Implizite Volatilitäten im Black-Scholes-Modell
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Implizite Volatilitäten im Black-Scholes-Modell

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book
    Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals



    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!