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Journals / Öneri Dergisi / 2002 / Cilt: 5 Sayı: 18

HİSSE SENEDİ FİYATLARININ MODELLENMESİ ve OPSİYONLARIN FİYATLANDIRILMASI: BİNOMİAL YAKLAŞIM

Ömer Önalan(MARMARA ÜNİVERSİTESİ)
Pages
21–28
Publication Date
2002-06-28
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

To illustrate these concepts we briefly discuss the Binomial model of Cox, Ross and Rubinstein (1979).

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, we explain to the pricing hedging of derivatives infinite markets models.
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Key Findings & Data:In this setting we work out of the key financial and mathematical ideas underlying modern derivatives.
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Conclusion & Impact:To illustrate these concepts we briefly discuss the Binomial model of Cox, Ross and Rubinstein (1979).
🔬Design:Modeling & Simulation
📍Scope:Comprehensive Sample
⚙️Variables:Hisse senedi fiyatlarının modellenmesi · Opsiyonların fiyatlandırılması · Binominal yaklaşım

Özet

In this study, we explain to the pricing hedging of derivatives infinite markets models. In this setting we work out of the key financial and mathematical ideas underlying modern derivatives. Asset analysis without having to deal with the technicalities stochastic calculus. We explain the notation of dynamic edging and introduce the concept of an equivalent martingale - measure. We discuss the fundamental theorem of asset pricing and derive the Risk- Neutral pricing principle. To illustrate these concepts we briefly discuss the Binomial model of Cox, Ross and Rubinstein (1979).

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Cite This Article

Önalan, Ö. (2002). HİSSE SENEDİ FİYATLARININ MODELLENMESİ ve OPSİYONLARIN FİYATLANDIRILMASI: BİNOMİAL YAKLAŞIM. Öneri Dergisi, Cilt: 5 Sayı: 18, 21–28. https://doi.org/10.14783/maruoneri.683116

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References (12)

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  12. WILLIAMS, D., Probability with Martingales, Cambridge University Press, 1991.