Options pricing on the Philippine Stock Exchange Index (PSEI) and volatility trading for hedging and yield enhancement

• المؤلف الرئيسي: Grafil, Sheryl C.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2019
• الموضوعات: Options (Finance); Stock index futures > Philippines; Stock exchanges > Philippines; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_masteral/7156
• المؤسسة: De La Salle University

This study shows the theoretical pricing of option premiums on the Philippine Stock Exchange Index (PSEi) using the Black-Scholes model. The objective of this study is to create an option chain for PSEi in order to offer investors an extremely useful, versatile and superior financial product that wi...