Παράγωγα χρηματοοικονομικά προϊόντα επί δυο περιουσιακών στοιχείων
Dual Asset, one period exotic options
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Abstract
Financial derivatives constitute fundamental instruments of modern financial markets, contributing significantly to the efficient functioning and competitiveness of the economy. They are widely used for risk hedging, speculation, enhancing market liquidity, as well as for the effective exploitation of portfolios. Their importance becomes even more pronounced in periods of increased uncertainty, where investors seek to limit credit risk and optimize their investment strategies.
Derivatives written on two underlying assets present increased interest, as they allow for the combined analysis of different assets and the utilization of their correlation. This capability makes them useful in risk management applications, while at the same time increasing the complexity of their valuation.
This dissertation focuses on the study and valuation of exotic options written on two underlying assets, which are characterized by greater flexibility compared to standard derivatives. Emphasis is placed on the role of correlation between the underlying assets, as well as on the valuation methods of these products in both theoretical and computational frameworks.
Postgraduate Studies Programme
Εφαρμοσμένη ΣτατιστικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
72Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα