Analysis of Zero-Cost Collar & Covered Call
نویسندگان
چکیده
This paper introduces two option strategies, zero-cost collar and covered call. After calculating various performance metrics, plotting return graphs, discussing strategy performance, we show the specific differences between options strategies provide suggestions to investors. The results that these do increase overall return, but mainly due initial premium received from shorting call
منابع مشابه
Cost-sensitive call classification
We present an efficient and effective method which extends the Boosting family of classifiers to allow the weighted classes. Typically classifiers do not treat individual classes separately. For most real world applications, this is not the case, not all classes have the same importance. The accuracy of a particular class can be more critical than others. In this paper we extend the mathematica...
متن کاملA Zero-Cost Collar Option Applied to Materials Procurement Contracts to Reduce Price Fluctuation Risks in Construction
This study proposes a materials procurement contracts model to which the zero-cost collar option is applied for heading price fluctuation risks in construction.The material contract model based on the collar option that consists of the call option striking zone of the construction company(the buyer) following the materials price increase andthe put option striking zone of the material vendor(th...
متن کاملCost Analysis of Fuzzy Queuing Systems
Regarding the fact that getting a suitable combination of the human resources and service stations is one of the important issues in the most service and manufacturing environments, In this paper, we have studied the two models of planning queuing systems and its effect on the cost of the each system by using two fuzzy queuing models of M/M/1 and M/E2/1. In the first section, we have compar...
متن کاملwoman-defined identity: analysis of selected poems of adrienne rich
the current thesis is composed in five chapters in the following fashion: chapter two encompasses the applied framework of the project in details; the methodology of carl gustav jung to explain the process of individuation, the major archetypes and their attributes and his techniques to assess the mind’s strata are all explained. moreover, the austrian psychoanalysts, heinz kohut’s models of a...
Accuracy of proofreading with zero energy cost.
Accuracy of biological discrimination at the molecular level is known in some systems to involve kinetic proofreading mechanisms. Hopfield and Ninio were the first to propose simple specific kinetic mechanisms for such proofreading and to demonstrate that an energy cost accompanies their improvement in accuracy. Savageau and Freter subsequently derived the explicit cost-accuracy relationship fo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: BCP business & management
سال: 2022
ISSN: ['2692-6156']
DOI: https://doi.org/10.54691/bcpbm.v29i.2304