Risk mearures and bid-ask spreads of options over standard and poor index

Perez Cañon, Natalia

dc.contributor	Ortiz Nino, Diego Alejandro
dc.contributor.author	Perez Cañon, Natalia
dc.date.accessioned	2014-08-19T23:45:21Z
dc.date.available	2014-08-19T23:45:21Z
dc.date.created	2013
dc.date.issued	2014-08-19
dc.identifier.citation	BOYRIE YOUNG O, Kim, and J PARK, "Price Risk and Bid - Ask Spreads of Currency Options"
dc.identifier.citation	HUANG. Roger ROLL. Huans, 1997, "The components of the Bid - ask Spread: a general approach"
dc.identifier.citation	GEORGE Thomas J. LONGSTAFF Francis A, 1993, "Bid - Ask Spreads and Trading Activity in the S&P 100 Index Options Derivates"
dc.identifier.citation	H. Goldstein, 1986, "Multilevel mixed linear model analysis using iterativegeneralized least squares"
dc.identifier.citation	CBOE, Chicago Board Options Exchange, www.cboe.com
dc.identifier.citation	J.C. Ndogmo, 2005, "Hedging of Financial Derivatives and Portfolio Insurance" " Index OptionTrading", www.theoptionsguide.com
dc.identifier.citation	BEYGELMAN, Raisa, 2005, "Bid - Ask Spreads and Asymmetry of Option Prices"
dc.identifier.citation	ROLL. Huns, 1989, "Inferring the components of the Bid - Ask Spread: Theory and empirical tests"
dc.identifier.citation	DIAZ Jhon Alexis, 2009, "Determinantes del Spread Bid - Ask de las opciones Call y Put sobre el índice Dow - Jones"
dc.identifier.uri	http://hdl.handle.net/10818/11528
dc.description	19 páginas incluye ilustraciones y diagramas
dc.description.abstract	This paper the bid-ask spread for options over the standard and poor index pof chicago boar option eschange (CBOE) and how explained by th greek letters ootions based on Maria E. de Boirie Yong o kim. Simon J Park. the contribution of this paper is to relate and extend this teory from currency options ti indexoptions, and demostrate the significance of the greeks of the options over the S&P index. Nota: Para consultar la carta de autorización de publicación de este documento por favor copie y pegue el siguiente enlace en su navegador de internet: http://hdl.handle.net/10818/11529	es_CO
dc.language.iso	en	es_CO
dc.publisher	Universidad de la Sabana
dc.rights	info:eu-repo/semantics/openAccess
dc.source	Intellectum Repositorio Universidad de la Sabana
dc.source	Universidad de la Sabana
dc.subject	Índice de precios -- Estados Unidos
dc.subject	Oferta y demanda -- Índice de precios
dc.subject	Cambio exterior -- Índice de precios
dc.title	Risk mearures and bid-ask spreads of options over standard and poor index	es_CO
dc.type	Thesis	es_CO
dc.type	info:eu-repo/semantics/bachelorThesis
dc.publisher.program	Economía y Finanzas Internacionales
dc.publisher.department	Escuela Internacional de Ciencias Económicas y Administrativas
dc.creator.degree	Economista con énfasis en Finanzas Internacionales.