HİSSE SENEDİ FİYATLARININ MODELLENMESİ ve OPSİYONLARIN FİYATLANDIRILMASI: BİNOMİAL YAKLAŞIM

Year 2002, , 21 - 28, 28.06.2002

Ömer Önalan

https://doi.org/10.14783/maruoneri.683116

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 (1979).

Keywords

Hisse senedi fiyatlarının modellenmesi, Opsiyonların fiyatlandırılması, Binominal yaklaşım, Hisse senedi

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