RISK ANALYSIS OF GOOGL & AMZN STOCK CALL OPTIONS USING DELTA GAMMA THETA NORMAL APPROACH

W Umiati, E Sulistianingsih, S Martha… - … Jurnal Ilmu Matematika …, 2024 - ojs3.unpatti.ac.id
Stocks, as investment products, tend to carry risks due to fluctuations. The tendency of stock
prices to rise over time leads investors to opt for call options, which are one of the derivative …

Financial distress and sustainability growth of Indian banks listed in BSE 30

A Kumar - Asian Journal of Multidimensional Research (AJMR), 2018 - indianjournals.com
Banks are considered as the backbone of the economic financial system of a nation. Any
failure in the financial performance or financial breakdown will affect the whole banking …

[PDF][PDF] Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility

A Kumar, J Sahoo, J Sahoo, S Nanda… - Folia Oeconomica …, 2024 - intapi.sciendo.com
Arya Kumar, Jyotirmayee Sahoo, Jyotsnarani Sahoo, Subhashree Nanda, Devi Debyani 106
purpose: The primary objective is to identify different tools developed by the researchers in …

[PDF][PDF] Recent fiscal and monetary change affects the indian banking system: A special reference to Nifty Bank and S&P Bse Bankex

A Kumar - IOSR Journal of Business and Management, 2018 - researchgate.net
Policy of a nation like national ownership, the supply of money, EXIM policy, budget, the rate
of interest and the taxation are crucial to deciding the supply and deficit of nation's monetary …

[PDF][PDF] Digitized India Announcement volatile the Indian Stock Market with special reference to NIFTY 50 and BSE Sensex-A critical analysis

MA Kumar - International Journal of Creative Research Thoughts, 2018 - researchgate.net
Firm's performances can be measured by its financial growth and a nation's growth or
economic development can be measured by the demand and supply of finance. But in …

A Study on Developing Effective Option Trading Strategy On Nifty Index in National Stock Exchange using Data Mining

SK Patel, JB Prajapati, HR Patel - 2021 11th International …, 2021 - ieeexplore.ieee.org
In Today's world technology covered major fields. The stock market from inception has given
excellent returns over the years, but some impatience investor losing money because of …

Aportaciones de Vega y Rho a la Delta-cobertura

G Estévez Garrido - 2023 - repositorio.comillas.edu
La volatilidad y los tipos de interés son dos parámetros que han tomado importancia por el
contexto económico y político internacional actual. En este texto vemos como las …

Pricing European Call Options with Visualization Based on the Binomial Model, Monte-Carlo Simulation, and Classical Black-Scholes Model

Z Cheng - Highlights in Science, Engineering and Technology, 2024 - drpress.org
After the emergence of financial derivatives, pricing has been focused by a considerable
number of mathematicians. With stochastic analysis and some classic probability theories …

[PDF][PDF] Digital disruptions in commodity trading and risk management: Impact on operational performance of oil and energy trading firms in UAE

RN Chandrasekharan, N Baser - … .s3.ap-south-1.amazonaws.com
The commodity trading sector, particularly within the oil and energy markets, faces
unprecedented challenges driven by rising uncertainties, reduced global demand …

[PDF][PDF] Option Pricing and Risk Hedging by Black-Scholes Model and Cox-Ross-Rubinstein Model for Unilever PLC

S Chen, B Sun, J Lin - 2023 - scitepress.org
1The College of Liberal Arts and Sciences, Arizona State University, 336E Orange St
Tempe, AZ 85281, USA 2Faculty of Science, University of Ottawa, 75 Laurier Ave E, Ottawa …