The main measures of options' riskiness and their analysis

Martinkutė-Kaulienė, Raimonda

Use this URL to cite this publication: https://hdl.handle.net/20.500.14911/137850

The main measures of options' riskiness and their analysis

Details

Publication Type (CRIS)

Straipsnis recenzuojamoje užsienio tarptautinės konferencijos medžiagoje / Article in peer-reviewed foreign international conference proceedings (P1d)

Publication Type (eLABa)

Straipsnis recenzuotame konferencijos darbų leidinyje / Article published in peer-reviewed conference proceedings (P1d)

Author(s)

Title

The main measures of options' riskiness and their analysis

[en]

Raimonda Martinkutė

Is part of

Unitech'04 Gabrovo : International Scientific Conference, 18-19 November 2004, Gabrovo : proceedings. Vol. III

Published In

Year	Start Page	End Page
2004	194	197

Publisher

Gabrovo : V. Aprilov, 2004

Extent

p. 194-197

URI

URI
https://hdl.handle.net/20.500.14911/137850

Science / Art Area

Socialiniai mokslai / Social sciences (S)

Field of Science / Art

Ekonomika / Economics (S004)

Abstract (en)

The main reason for using option contracts or their strategies is to hedge against risk, concerned with uncertainly of underlying asset price movements. Before the investor can explore the application of various options strategies, he must first be able to nalyse the degree of risk they impose. The purpose of this article is to analyse the basic measures of options riskiness and their meaning to the investor. [...].