Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula
In this paper, we present a 1-period model of the Polish financial market from the view point of KGHM, the Polish largest listed company that suffered huge declines in share prices from 125 PLN in August 2015 to 60 PLN in January 2015. Our goal is to show how KGHM might create a portfolio (with prac...
Gardado en:
| Autor Principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Sciendo
2017-02-01
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| Series: | Foundations of Management |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1515/fman-2017-0002 |
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