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Desarrollo de metodología para cubrir el riesgo residual generado en compraventa de dos opciones con subyacente en diferentes monedas

The goal of this study is to develop a methodology to identify and hedge the residual risk generated in buying and selling options with the same underlying asset, but that asset in each option traded in different currencies. This study is done to facilitate the development of the equity option bu...

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Bibliographic Details
Institution:Universidad EIA
Main Authors: Papadimitriu-Pyrovolaki, J. (Jorge), Múnera-Gil, L. M. (Liz Maribel), Flórez-Aristizábal, L. M. (Liliana María)
Format: Artículo de revista
Language:Español
Published: Administrativa, Financiera, Sistemas y Computación 2014-05-13
Subjects:
RSO00012
ORGANIZACIÓN E INDUSTRIA
ORGANIZATION AND INDUSTRY
DIRECCIÓN DE LA EMPRESA
COMPANY MANAGEMENT
INVERSIÓN EMPRESARIAL
BUSINESS INVESTMENT
OPCIÓN CALL
OPCIÓN PUT
AMERICAN DEPOSITARY RECEIPTS ( ADR )
RIESGO RESIDUAL
CALL OPTION
PUT OPTION
RESIDUAL RISK
Online Access:https://repository.eia.edu.co/handle/11190/628
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