OPTIONS PRISING AND HAEDGING OPTIONS STRATAGIES AT THE RUSSIAN DIREVATIVES MARKET

Azatskiy Andrey Vladimirovich
Russian University of Economics named after GV Plekhanov
2nd year undergraduate Finance Department

Abstract
This article contains the problem of options strategies hedging at Russian derivatives market. An indicator problem has always been important at the options trading practice spear. Its actuality mostly expressed during such difficult time as the present because of growing risks and increasing base assets volatility. This research aim is options hedging strategies review for example of real option calendar position with base asset - RIH5. Duaring review there will be analysed possible scenes, ways of hedging, profitability and risks. This article wrote by prognosing data instead of historical information, that makes it more closely to the practice of the optiones treiding. As a risalt of the presant research we can state a conclusion that it is necessary a competent position managment for maximum profitability attainment.

Category: 08.00.00 Economics

Article reference:
Options prising and haedging options stratagies at the Russian direvatives market // Modern scientific researches and innovations. 2016. № 2 [Electronic journal]. URL: https://web.snauka.ru/en/issues/2016/02/64369

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