| Title |
Investicijų apdraudimas nuo rizikos naudojant išvestines finansines priemones / |
| Translation of Title |
Investment hedge using derivatives. |
| Authors |
Juškaitienė, Sandra |
| Full Text |
|
| Pages |
42 |
| Keywords [eng] |
derivative security ; hedging ; Greek parameters ; portfolio. |
| Abstract [eng] |
Every day, many investors think of ways to get the maximum profit with minimum risk and search for techniques to enhance their risk management practices. Risk management is an important issue in finance. Hedging is a method helping an investor reduces risk in a portfolio. There are many ways under hedging method, one of the most famous methods is hedging by using options as its tool. Also, we can use the Greek letters for risk management. Each Greek letter measures a different dimension of the risk in an option position and the aim of a trader is to manage them so that all risks are minimized. The main paper aim is to construct hedge investment portfolio using options. This strategy’s background aspires to found a program which can count (providing a necessary data), process the results and return to the user important information forming the hedge portfolio. It is important that hedging strategy proceeds working with real data and finds direct adaptation in a practice. By this way the strategy of hedge portfolio using options is realizing with the real data. |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2015 |
