نوع مقاله : مدیریت استراتژیک (برنامه‌ها، تحلیل‌های استراتژیکی تولید، استراتژی‌های بازاریابی و مدیریت بازار، کسبوکار، سرمایه گذاری، منابع انسانی، مالی، رقابت، . . . )
نویسندگان
1 دانشجوی دکتری، گروه مالی ، دانشگاه آزاد اسلامی واحد بابل، ایران
2 دانشیار، گروه مالی، واحد بابل، دانشگاه آزاد اسلامی ، بابل، ایران
3 عضو هیات علمی دانشگاه آزاد اسلامی، واحد آیت اله آملی
4 دانشیار، گروه علوم اقتصادی، دانشگاه مازندران، بابلسر، ایران
چکیده
کلیدواژه‌ها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
English The development of financial markets and the increasing uncertainty of its participants is the reason for the use of new financial instruments and specifically option contracts as a tool for managing risk and creating profitability, which can help the stock market to prosper, and Asian options can play an effective role. play a role in reducing the risk of these contracts. The purpose of this research is the pricing of Asian and European options using Monte Carlo simulation. And determining the price of buying options and selling options of corn, soybeans and barley is from the Asian option trading method. The statistical population of the research is based on the study of information on the price of soybeans or barley and corn from the agricultural commodity exchange of all Iranian companies from 2017 to 2019 in the form of monthly average prices. has been collected the instrument of data collection has been documents. Asian options are optioning whose main variable is the average price over a period of time. For this reason, Asian options have less volatility. Asian options belong to the so-called path-dependent derivatives. The analysis of the results came to the conclusion that the European option price is higher than its Asian one.
کلیدواژه‌ها [English]
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