Opsiyon değerlemenin temelleri ve temel opsiyon değerleme modelleri ile stokastik değişkenliğin İMKB hisse senedi piyasaları'nda geçerliliklerinin araştırılması/ Gökçe Alp Gökçe ; Gökçe Alp Gökçe.

By:

Gökçe, Gökçe Alp

Language: Turkish Series: İktisadi Araştırmalar Vakfı | Tez değerlendirme yarışma dizisi | İktisadi Araştırmalar Vakfı | Tez değerlendirme yarışma dizisiPublisher: İstanbul : İktisadi Araştırmalar Vakfı 2006Description: 326 sayfa : tbl. ; 23 cmContent type:

metin

Media type:

aracısız

Carrier type:

cilt

Subject(s):

LOC classification:

HG6024.9 .G65 2006

Contents:

ÖNSÖZ...7

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Holdings
Cover image	Item type	Current library	Home library	Collection	Shelving location	Call number	Materials specified	Vol info	URL	Copy number	Status	Notes	Date due	Barcode	Item holds	Item hold queue priority	Course reserves
	Book	Prof. Dr. Azmi Özcan Kütüphanesi			Uluğbey Salonu	HG6024.9 .G65 2006 (Browse shelf(Opens below))	HG				Available	Genel Bağış		0039581

İstanbul Üniversitesi Sosyal Bilimler Enstitüsü'nce kabul edilmiş Doktora tezidir.

Kaynakça var.

Ünal Aysal Tez Değerlendirme yarışması 2006/1

ÖNSÖZ...7 ÖZET...9 ABSTRACT...10 TABLOLAR VE ŞEKİLLER LİSTESİ...11 GİRİŞ...15 I.BÖLÜM TEMEL OPSİYON KAVRAMLARI...19-22 II.BÖLÜM OPSİYON DEĞERLEMENİN TEMELLERİ...25-48 III.BÖLÜM TEMEL OPSİYON DEĞERLEME MODELLERİ VE RASSAL SÜREÇLER...62-170 IV.BÖLÜM TEMEL OPSİYON DEĞERLEME MODELLERİNİN İMKB HİSSE SENEDİ PİYASALARINDA GEÇERLİLİKLERİNİN ARAŞTIRILMASI...189-326 SONUÇ VE ÖNERİLER...277 KAYNAKÇA...291 ÖZGEÇMİŞ...326

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