- Tytuł:
-
Charakterystyka wybranych strategii opcyjnych
Characteristics of Selected Option Strategies - Autorzy:
- Ziętek-Kwaśniewska, Katarzyna
- Powiązania:
- https://bibliotekanauki.pl/articles/30031461.pdf
- Data publikacji:
- 2009
- Wydawca:
- Katolicki Uniwersytet Lubelski Jana Pawła II. Towarzystwo Naukowe KUL
- Tematy:
-
strategia opcyjna
strategie proste
strategie złożone
strategie z osłoną
strategie rozpiętościowe
strategie kombinowane
option strategy
simple strategies
complex strategies
covered strategies
spread strategies
combination strategies - Opis:
- A dynamic development of the option market on the one hand and finance engineering on the other, have opened the way to construction of a lot of option strategies aiming at hedging, speculations or arbitrage. The article discusses the option strategies that are most frequently used by investors. Among them there are the simplest strategies consisting in buying and selling of uncovered options as well as more advanced complex ones. These include covered strategies and spread and combination constructions, addressed first of all to experienced investors. When characterizing particular strategies special attention is paid to the following questions: in what way and when a given construction should be used, and what are the consequences of using it. The article presents both directed strategies, that is ones aiming at a change of the underlying instrument, exemplified by the bull and bear spread, and strategies based on volatility of the given instrument, like the butterfly spread.
- Źródło:
-
Roczniki Ekonomii i Zarządzania; 2009, 1; 113-128
2081-1837
2544-5197 - Pojawia się w:
- Roczniki Ekonomii i Zarządzania
- Dostawca treści:
- Biblioteka Nauki
Artykuł