HİSSE SENEDİ FİYATLARININ MODELLENMESİ ve OPSİYONLARIN FİYATLANDIRILMASI: BİNOMİAL YAKLAŞIM

Authors : Ömer ÖNALAN

Pages : 21-28

Doi:10.14783/maruoneri.683116

View : 41 | Download : 14

Publication Date : 2002-06-28

Article Type : Research Paper

Abstract :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 insert ignore into journalissuearticles values(1979);.
Keywords : Hisse senedi fiyatlarının modellenmesi, Opsiyonların fiyatlandırılması, Binominal yaklaşım, Hisse senedi

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