Arbeitspapier
A Strategic Approach to Financial Options
To explain the strategic dimension in pricing options, it will be helpful to go back to the heart of the idea behind the concept of an option: options open up the possibility to postpone current decisions to a future point of time. Because of this flexibility additional information and new experiences can be taken into consideration. There are advantages and benefits resulting from this flexibility. The value of the option with the probabilities of the states of nature occurring. These probabilities will turn out the strategic decision variables of a new player as explained in the paper.
- Language
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Englisch
- Bibliographic citation
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Series: Dresden Discussion Paper Series in Economics ; No. 01/06
- Classification
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Wirtschaft
Asset Pricing; Trading Volume; Bond Interest Rates
- Subject
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Financial Option
Real Option
Option Premium Game
- Event
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Geistige Schöpfung
- (who)
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Siebe, Wilfried
Milde, Hellmuth
Broll, Udo
Bieta, Volker
- Event
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Veröffentlichung
- (who)
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Technische Universität Dresden, Fakultät Wirtschaftswissenschaften
- (where)
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Dresden
- (when)
-
2006
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Siebe, Wilfried
- Milde, Hellmuth
- Broll, Udo
- Bieta, Volker
- Technische Universität Dresden, Fakultät Wirtschaftswissenschaften
Time of origin
- 2006
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Hedging export revenue risk using futures and options
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Zur Vorteilhaftigkeit des Hedgings für Banken