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Economic efficiency of methods of imperfect hedging financial options

dc.contributor.advisorGiannopoulos, Kostas
dc.contributor.advisorMountis, George
dc.contributor.authorSinitsyn, Sergey
dc.description.abstractBased on the positive trends of the futures market, it can be concluded that in addition to active speculators in the market, there are hedgers as well. Position protection against the price risk becomes more relevant in the unstable individual segments of the global economy and the crisis in the international markets. This study deals with the theory of hedging in derivatives market, as well as, the practice of using these operations of financial derivatives in developed countries. The study focuses on the main hedging strategy, which is the basis of complex strategies creation. In this study less attention is paid to more complex strategies, as they include the basic strategy. With knowledge of the technique of basic strategies, the investor will be able to build one that will satisfy all the exact needs. The aim of this paper is to study the latest techniques of pricing and hedging of financial options, comparing new techniques with traditional techniques , in the financial industry, as well as an analysis of the possibility of imperfect hedging in the Russian derivatives market.en_UK
dc.publisherBanking investment and finance Program, School of Economics Sciences and Business, Neapolis University Paphosen_UK
dc.rightsΑπαγορεύεται η δημοσίευση ή αναπαραγωγή, ηλεκτρονική ή άλλη χωρίς τη γραπτή συγκατάθεση του δημιουργού και κάτοχου των πνευματικών δικαιωμάτωνen_UK
dc.subjectFinancial optionsen_UK
dc.subjectRussian marketsen_UK
dc.titleEconomic efficiency of methods of imperfect hedging financial optionsen_UK

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