Appraisal Exotic Barrier Options in Tehran Stock Exchange
Abstract:
Modern financial tools and processes are organized to provide innovative solutions for solving the problems of the financial market and areas of its activity include the innovations in financial tools engineering and risk management. Derivatives and especially stock option is part of this innovation.In this research, issued barrier options on the stocks of 41 companies and profit opportunities through a transaction of this type of exotic contracts have been investigated. The results describe how the profit realized on Up & in call option for a price higher than the up barrier price and on Up & out call and put option For a price lower than the up barrier price. The results also describe the realization of profits on Down & in call option and Down & out put option for a price before Down barrier price and on Down & in put option for a price after Down barrier price.
Language:
Persian
Published:
Journal of Investment Knowledge, Volume:5 Issue:20, 2016
Pages:
205 - 222
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