Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Martina Bobriková"'
Autor:
Martina Bobriková, Monika Harčariková
Publikováno v:
Montenegrin Journal of Economics, Vol 13, Iss 3, Pp 7-18 (2017)
Purpose: The purpose of the paper is to focus on innovative structured products − investment certificates. The paper shows the creation techniques of a new discount basket certificate using two-asset correlation options, which play the central r
Externí odkaz:
https://doaj.org/article/e170c5f86ad2423b88c7faed8a1bcdd1
Autor:
Martina Bobriková
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 64, Iss 4, Pp 1303-1309 (2016)
The paper focuses on valuation of a weather derivative with payoffs depending on temperature. We use historical data from the weather station in the Slovak town Košice to obtain unique prices of option contracts in an incomplete market. Numerical ex
Externí odkaz:
https://doaj.org/article/ed0c6a6a650145709b0b9a945af4370b
Autor:
Martina Bobriková
Publikováno v:
Ekonomika Poljoprivrede (1979), Vol 68, Iss 2, Pp 449-461 (2021)
Recently, the agricultural business is displayed a greater amount of risk because of price volatility growth. Consequently, it is necessary to have knowledge of how to regulate the risk of price fluctuations. This paper is concerned with the hedging
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7933f753aa3fddd437f3ac456c3270f0
https://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2021/0352-34622102449B.pdf
https://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2021/0352-34622102449B.pdf
Autor:
Monika Harčariková, Martina Bobriková
Publikováno v:
Montenegrin Journal of Economics, Vol 13, Iss 3, Pp 7-18 (2017)
Purpose: The purpose of the paper is to focus on innovative structured products − investment certificates. The paper shows the creation techniques of a new discount basket certificate using two-asset correlation options, which play the central role
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b526d21b63c405b1ee52198cefb9c3cb
https://doi.org/10.14254/1800-5845/2017.13-3.1
https://doi.org/10.14254/1800-5845/2017.13-3.1
Autor:
Martina Bobriková, Monika Harčariková
Publikováno v:
Annals of the Alexandru Ioan Cuza University - Economics. 62:277-289
In this paper we perform an analysis of a capped reverse bonus certificate, the value of which is derived from the value of an underlying asset. A pricing formula for the portfolio replication method is applied to price the capped reverse bonus certi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cebb4f6f88a48176432a2f82e43c26b8
https://doi.org/10.1515/aicue-2015-0019
https://doi.org/10.1515/aicue-2015-0019
Autor:
Harčariková, M., Martina Bobriková
Publikováno v:
Scopus-Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::74a6ae8f72d482e69e1e9b02b629c2ee
http://www.scopus.com/inward/record.url?eid=2-s2.0-85067281008&partnerID=MN8TOARS
http://www.scopus.com/inward/record.url?eid=2-s2.0-85067281008&partnerID=MN8TOARS
