A DYNAMIC MODELING OF FUTURE PRICING FOR INVESTMENT ASSET WITH KNOWN INCOME

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TEHRANI R.; ABBASZADEH ASL A.A.; FEKRI M.

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Paper Information

Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2015 | Volume:7 | Issue:24 Page(s): 97-116

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Title

A DYNAMIC MODELING OF FUTURE PRICING FOR INVESTMENT ASSET WITH KNOWN INCOME

Author(s)

TEHRANI R. | ABBASZADEH ASL A.A. | FEKRI M. | Issue Writer Certificate

Keywords

SYSTEM DYNAMIC APPROACHQ3

FUTURE PRICINGQ2

ASSET WITH KNOWN INCOMEQ3

ARBITRAGE OPPORTUNITIESQ3

SIMULATIONQ2

Abstract

There are different ways of system analysis. System thinking is a novel and very effective method in this field. Actually, SYSTEM DYNAMIC APPROACH offers a dynamic model of a process in the real world and systematically analyzes related factors. In other words, it indicates the influence of changes on each effective factor on the entire system in each moment. In this paper, primarily, a dynamic model is proposed by investigating different effective factors on future price of assets which include known income and the way of ARBITRAGE OPPORTUNITIES with non-correct prices are simulated. Thus, scenarios are offered to illustrate the changes of different effective factors on system and ARBITRAGE OPPORTUNITIES made as a result to these changes.

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APA: Copy

TEHRANI, R., ABBASZADEH ASL, A.A., & FEKRI, M.. (2015). A DYNAMIC MODELING OF FUTURE PRICING FOR INVESTMENT ASSET WITH KNOWN INCOME. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 7(24), 97-116. SID. https://sid.ir/paper/200332/en

Vancouver: Copy

TEHRANI R., ABBASZADEH ASL A.A., FEKRI M.. A DYNAMIC MODELING OF FUTURE PRICING FOR INVESTMENT ASSET WITH KNOWN INCOME. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2015;7(24):97-116. Available from: https://sid.ir/paper/200332/en

IEEE: Copy

R. TEHRANI, A.A. ABBASZADEH ASL, and M. FEKRI, “A DYNAMIC MODELING OF FUTURE PRICING FOR INVESTMENT ASSET WITH KNOWN INCOME,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 7, no. 24, pp. 97–116, 2015, [Online]. Available: https://sid.ir/paper/200332/en

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