Dépôt Institutionnel de l'Université Ferhat ABBAS - Sétif 1 >
Séminaires et Colloques >
Sciences Economiques >
المؤتمر الدولي منتجات وتطبيقات الابتكار والهندسة المالية - 2014 >
المحور 1 : الابتكار والهندسة المالية في الصناعة المالية والمصرفية التقليدية >

Veuillez utiliser cette adresse pour citer ce document : http://dspace.univ-setif.dz:8888/jspui/handle/123456789/891

Titre: تسعير الخيارات المالية وفقا لنموذج بلاك وشولز – دراسة حالة خيارات القطاع البنكي القطري–
Auteur(s): بوقاعة, زينب
برارمة, ريمة
Mots-clés: Financial Engineering
Options contracts
Black and Scholes model
Date de publication: 1-jui-2015
Résumé: The concept of financial engineering in general and the subject of the options are particularly great interest by the researchers, Where the options are the best financial instruments in the term of the adopting several different strategies that aim to avoid the portfolio from financial risks. Therefore it has been used many models to evaluate them and to determine the value of the reward which be obtained by counterparty , and the Black -Scholes model is still the most commonly used. this paper has been prepared to discover the options contracts and their role in causing the financial crisis , as well as to recognize the Black and Scholes options model that is used in financial options pricing and through the show the most important Hypotheses on which it adopts and how to use it to determine the rewarded value of the options , then we have applied in the pricing of Qatarian banking sector options. We Conclude that the purchasing contract must be equal to the rewarded value for each bank, if the contract’s price in the market is higher than that it means that it’s an overpricing but if it is lower than that, it’ll be a low price.
URI/URL: http://dspace.univ-setif.dz:8888/jspui/handle/123456789/891
Collection(s) :المحور 1 : الابتكار والهندسة المالية في الصناعة المالية والمصرفية التقليدية

Fichier(s) constituant ce document :

Fichier Description TailleFormat
1.a.pdf810,55 kBAdobe PDFVoir/Ouvrir
View Statistics

Tous les documents dans DSpace sont protégés par copyright, avec tous droits réservés.


Valid XHTML 1.0! Ce site utilise l'application DSpace, Version 1.4.1 - Commentaires