Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 4 of 4 for “"Binary Options"”.
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On the Topic of Portfolio Optimization
… such as those from a Bernoulli distribution like binary options. Under a discrete probability distribution, portfolios of binary options can be viewed as repeated short-term investments with an optimal buy/sell strategy or general betting strategy. Portfolio selection under this setting can be …
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Essays on the behaviour of political and financial markets
… a model linking the prices of financial and binary options in the prediction markets in the overnight session following an election. Starting from basic assumptions we find that prices in both markets should be cointegrated. Under risk neutrality the relationship is linear. However, …
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Essays on the Econometrics of Option Prices
… index, which represent weighted integrals of options prices at a fixed maturity. By forming portfolios for various maturities, one can study their term structure. However, an important econometric difficulty that must be addressed is the illiquidity of options at longer maturities, which the …
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Exotické opce a jejich možné využití v investiční praxi
Diplomová práce primárně řeší zda jsou exotické opce vhodné pro zajištění kurzových rizik a přináší návrh vhodné aplikace exotických opcí. Práce je zaměřena na úzkou skupinu exotických opcí, tzv. Path-Dependent opce. Tři často používané typy těchto opcí jsou analyzovány a testovány jak mezi sebou …