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dc.contributor.advisorΑντζουλάτος, Άγγελος
dc.contributor.authorΧοτζόγλου, Αμαλία
dc.date.accessioned2015-08-06T15:04:31Z
dc.date.available2015-08-06T15:04:31Z
dc.date.issued2001-05
dc.identifier.urihttp://dione.lib.unipi.gr/xmlui/handle/unipi/6966
dc.format.extent118el
dc.language.isoenel
dc.publisherΠανεπιστήμιο Πειραιώςel
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Διεθνές*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectΠαράγωγα (Χρηματοοικονομική)el
dc.subjectDerivative securitiesel
dc.subjectΑγορά χρήματοςel
dc.subjectΔιαχείριση κινδύνουel
dc.subjectRisk managementel
dc.titleDerivative products & currency technical trading rulesel
dc.typeMaster Thesisel
dc.contributor.departmentΣχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικήςel
dc.identifier.call332.63'2 ΧΟΤel
dc.description.abstractENThis thesis will mine the filter technical trading rule and the moving average crossover trading rule that are the most common used ones. Both methods as well as their results will be analyzed thoroughly later on. What distinguishes, however, this study from existing ones is the usage of information from currency options to enhance the buy/sell signals from technical trading rules. The motivation comes from the fact that, although the aforementioned rules have been shown to be profitable in several instances (Levich and Thomas [The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach], Silber [Technical Trading: When It Works and When It Doesn't]), they frequently generate false buy/sell signals that lead to substantial losses. In principle, therefore, this thesis examines whether there is more unused information, contained in currency options prices, in addition to the unexploited information the technical trading rules are supposed to exploit.el
dc.contributor.masterΧρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική και Τραπεζική Διοικητικήel


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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
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Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές

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Η δημιουργία κι ο εμπλουτισμός του Ιδρυματικού Αποθετηρίου "Διώνη", έγιναν στο πλαίσιο του Έργου «Υπηρεσία Ιδρυματικού Αποθετηρίου και Ψηφιακής Βιβλιοθήκης» της πράξης «Ψηφιακές υπηρεσίες ανοιχτής πρόσβασης της βιβλιοθήκης του Πανεπιστημίου Πειραιώς»