Financial instruments traded in the markets and investors' situation in such markets are
getting more and more complex. This leads to more complex derivative structures used for …

The paper deals with calculation and analysis of parameter delta and gamma for the
chooser options price. A chooser option is an option that gives its holder the right to choose …

With the removal of capital market restrictions, listing of domestic firms in foreign markets,
and privatization of stateowned companies, there has been a greater integration of …

Financial derivatives are widely used tool for investors to hedge against the risk caused by
changes in asset prices in financial markets. A usual type of hedging derivative is an asset …

English The development of financial markets and the increasing uncertainty of its
participants is the reason for the use of new financial instruments and specifically option …

Correctly used financial derivatives can help investors increase their expected returns and
minimize their exposure to risk. To ensure the specific needs of investors, a large number of …

Financial derivatives are a widely used tool for investors to hedge against the risk caused by
changes in asset prices in the financial markets. A usual type of hedging derivative is an …

With the development of economy, the financial market is becoming more and more
complicated. As a result of high remuneration and deposits, most investors are seeking to …

Derivatives Page 1 Aase, Knut K (2001). “A Markov Model for the Pricing of Catastrophe
Insurance Futures and Spreads,” Journal of Risk & Insurance, 68(1), 25-49. Adam, Tim R and …