English, Article edition: RISK QUANTIFICATION - EARLY HISTORY OF OPTION PRICING Jaroslav Brada

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Bookmark: http://trove.nla.gov.au/version/197485
Physical Description
  • article
Language
  • English

Edition details

Title
  • RISK QUANTIFICATION - EARLY HISTORY OF OPTION PRICING
Author
  • Jaroslav Brada
Physical Description
  • article
Notes
  • The article reminds of the world of futures contracts closed between subjects in the Austrian-Hungarian economic space in the period of ca. 1986-1914; an approach to the pricing of option contracts more than 100 years ago is elucidated. The form of a phenomenon of that time that will be called call-put parity in the future is explained. The author describes the procedure of option contract pricing in the form as it was known to our ancestors; this is the reason why he does not use mathematically formalised notation that was developed later.
  • option pricing, Prague Stock Exchange, option contracts
  • RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:128:p:35-46
Language
  • English
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