شماره ركورد
72605
عنوان مقاله
نماذج تسعير الخيارات المتقدمة ودورها في تحديد قيمة المكافاة للخيار وبناء محفظة التحوط - دراسة تطبيقية في القطاع المصرفي العراقي
پديد آورندگان
العارضي, جليل كاظم مدلول جامعة الكوفة - مركز دراسات الكوفة, العراق
از صفحه
204
تا صفحه
233
تعداد صفحه
30
چكيده عربي
This paper aims at using advanced financial systems as Fischer Black & Myron Scholes model & Binominal Option Pricing Model (The One Period Binominal Model), (The Two Period Binominal Model), . In the field of Iraqi financial banking, which completely lacks such systems, according to this point, it is possible to support the theoretical and field aspects and to direct the interest of researchers and people interested in the financial field to participate largely in developing the banking aspect through the adoption of financial tools which are largely used in the developing countries where there are efficient financial markets. At this point, it is possible to deal with the problem on which the present paper is based and attain its aim. The main purpose behind the use of these tools is to hedge the risks of price fluctuations then reduce the risks. A number of quantity methods (Financial & Mathematical) have been used in the field aspects of the paper. The paper has come out with a number of conclusions, most important of which is the possibility of the application of future strategies at the Iraqi bank environment.
كليدواژه
نماذج تسعير الخيارات , قيمة المكافاة للخيار , محفظة التحوط , دراسة تطبيقية
سال انتشار
2009
عنوان نشريه
اداب الكوفه
عنوان نشريه
اداب الكوفه
لينک به اين مدرک