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ISSN Approved Journal No: 2456-3315 | Impact factor: 8.14 | ESTD Year: 2016
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| Paper Title: | Financial Securities and Its Application in the Financial Market and the Effect of Volatility On An European call and put Option |
| Authors Name: | Vibha Mishra |
| Download E-Certificate: | Download |
| Author Reg. ID: |
IJRTI_183415
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| Published Paper Id: | IJRTI2207293 |
| Published In: | Volume 7 Issue 7, July-2022 |
| DOI: | |
| Abstract: | This paper provides a brief introduction to financial Securities. We also describe the learning of financial option valuation. Mathematical finance is the branch of applied mathematics concerned with the application of mathematical techniques in finance, like Asset pricing (derivative securities), Hedging and risk management, portfolio optimization, and structured products. Finance is defined as the provision of money at the time when it is required. It is the life hood of any enterprise involved in a financial transaction. Traditionally finance has been classified into two parts, public finance, and private finance. Public finance deals with requirements, receipts, and disbursements of funds in government institutions like state, local self-government, and central government whereas private finance deals with requirements, receipts, and disbursement of funds in case of an individual, a profit-seeking enterprise, and a non-profit seeking organization. It is the theory of portfolio to judge investment strategies, in this paper, we describe the concept of trying to identify the best individual stock for investment in financial securities, the continuous evolution of the financial market, there has been a continuous development of different financial instruments. In recent years trading volume has increased in the stock market which has led to the high volatility in the option prices. Thus in this paper describe the fact of Black -Scholes model with dividends and non-dividend paying stock, it will derive and extend the mathematical or numerical models suggested by financial economics, while a financial economist might study the structural reasons why a company may have a certain share price, a financial mathematician may take the share price as a given, and attempt to use stochastic calculus to obtain the fair value of derivatives of the stock. |
| Keywords: | Financial Securities, black-Scholes Option Pricing |
| Cite Article: | "Financial Securities and Its Application in the Financial Market and the Effect of Volatility On An European call and put Option", International Journal of Science & Engineering Development Research (www.ijrti.org), ISSN:2455-2631, Vol.7, Issue 7, page no.1699 - 1708, July-2022, Available :http://www.ijrti.org/papers/IJRTI2207293.pdf |
| Downloads: | 000204889 |
| ISSN: |
2456-3315 | IMPACT FACTOR: 8.14 Calculated By Google Scholar| ESTD YEAR: 2016 An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 8.14 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator |
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Published Paper ID: IJRTI2207293
Registration ID:183415
Published In: Volume 7 Issue 7, July-2022
DOI (Digital Object Identifier):
Page No: 1699 - 1708 Country: NOIDA, UTTAR PRADESH, India Research Area: Mathematics Publisher : IJ Publication Published Paper URL : https://www.ijrti.org/viewpaperforall?paper=IJRTI2207293 Published Paper PDF: https://www.ijrti.org/papers/IJRTI2207293 |
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ISSN: 2456-3315
Impact Factor: 8.14 and ISSN APPROVED,
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