REVIEW AND COMPARE THE EARNINGS PATTERNS OF ASIAN, EUROPEAN AND AMERICAN STOCK OPTION IN TEHRAN STOCK EXCHANGE

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NABAVI CHASHAMI SEYED ALI; ABDOLLAHI FARHAD

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2018 | Volume:9 | Issue:34 Page(s): 359-380

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Title

REVIEW AND COMPARE THE EARNINGS PATTERNS OF ASIAN, EUROPEAN AND AMERICAN STOCK OPTION IN TEHRAN STOCK EXCHANGE

Author(s)

NABAVI CHASHAMI SEYED ALI | ABDOLLAHI FARHAD | Issue Writer Certificate

Keywords

OPTION-EUROPEAN OPTIONQ1

AMERICAN OPTIONQ1

ASIAN OPTIONQ1

Abstract

By development of economic enterprises and the expansion of trade, risk management has been particularly important in financial studies. The nature of risk management requires that these studies need to be multifaceted; it means that, in addition to recognizing the enterprise’s economic and commercial functions, risk managers need to be familiar with statistical and mathematical issues and risk control methods and models. Its output is the same rewards for accepting risk in an economic and commercial activity, so in managing economic enterprises, instead of eliminating risk, it is necessary to create the right environment for optimal risk management.The present study seeks to study the pattern of different stock option exchanges profitability and determine the appropriate solution to reduce the risk of price manipulation when the transaction is negotiated. For this purpose, the price of European, American and Asian transaction option shares of 48 companies after the estimation of volatility has been calculated and analyzed by Deriva Gem software. Since the closing date price in applying Asian contracts is not limited to the end-of-day closing date and it is an average of final prices during the lifetime of transaction option contracts, so the results of research after studying the various patterns of profit show that closing date price of Asian transaction option is less manipulated, and the holder enduring lower risk. The values of risk sensitivity parameters calculated for each transaction option also prove this issue.

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APA: Copy

NABAVI CHASHAMI, SEYED ALI, & ABDOLLAHI, FARHAD. (2018). REVIEW AND COMPARE THE EARNINGS PATTERNS OF ASIAN, EUROPEAN AND AMERICAN STOCK OPTION IN TEHRAN STOCK EXCHANGE. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 9(34 ), 359-380. SID. https://sid.ir/paper/197581/en

Vancouver: Copy

NABAVI CHASHAMI SEYED ALI, ABDOLLAHI FARHAD. REVIEW AND COMPARE THE EARNINGS PATTERNS OF ASIAN, EUROPEAN AND AMERICAN STOCK OPTION IN TEHRAN STOCK EXCHANGE. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2018;9(34 ):359-380. Available from: https://sid.ir/paper/197581/en

IEEE: Copy

SEYED ALI NABAVI CHASHAMI, and FARHAD ABDOLLAHI, “REVIEW AND COMPARE THE EARNINGS PATTERNS OF ASIAN, EUROPEAN AND AMERICAN STOCK OPTION IN TEHRAN STOCK EXCHANGE,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 9, no. 34 , pp. 359–380, 2018, [Online]. Available: https://sid.ir/paper/197581/en

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