delo diplomskega seminarja

Abstract

Chicago Board Options Exchange je bila prva borza za organizirano trgovanje z opcijami. Trgovanje z opcijami takrat še ni bilo tako priljubljeno kot trgovanje z delnicami, zato na začetku trgovanja niso poznali pravilnega vrednotenja opcij. S časom so opcije postale bolj priljubljene, sistem vrednotenja se je razvil, prav tako pa so se na trgu pojavile nove opcijske vrste. To je predvsem zasluga CBOE, ki je bila od vedno vodilna v inovacijah, da bi zadovoljila potrebe trga. CBOE je še vedno ena vodilnih borz v ZDA, poleg tega pa svoje delovanje širi na druge celine.

Keywords

finančna matematika;opcije;Black-Scholesova formula;inovacije;indeksne opcije;trgovanje;elektronske opcijske borze;širjenje CBOE;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [Z. Stopar Špringer]
UDC: 519.8
COBISS: 76283651 Link will open in a new window
Views: 1085
Downloads: 104
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Other data

Secondary language: English
Secondary title: Evolution of board option trading
Secondary abstract: Chicago Board Options Exchange was the first exchange to offer option trading. At the time, option trading was not as popular as stock trading. An appropriate model for option pricing did not exist at that time. Eventually, option trading became more and more accepted, pricing models were developed and new options classes were introduced. Most of the credit for the development goes to CBOE, for being the most innovative organisation aiming to satisfy the market's needs. To this day, CBOE is still one of the leading exchanges in the USA and it is expanding its operations around the globe.
Secondary keywords: Chicago board options exchange;Chicago board of trade;CBOE;CBOT;options;Black-Scholes model;innovations;index options;trading;electronic options exchange;expansion of CBOE;
Type (COBISS): Final seminar paper
Study programme: 0
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 27 str.
ID: 13390834
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