Izinketho Isicelo Sesibali SesiGreki sokubala Inketho Yamanani noma Isifanisi sisebenzisa imodeli yeBlack & Scholes. Lolu hlelo lokusebenza lukhiqiza amanani we-Theoritical kanye nenketho yamagriki yezinketho ze-Call & Put.
Imodeli yeBlack & Scholes isetshenziselwa ukubala intengo yokuhweba ongayikhetha, inketho yentengo ye-algo, ukulinganisa kwe-opton chain, ukulinganisa okuguquguqukayo okushiwo kanye nokuthola inketho yesiGreki, inketho ye-delta, inketho ye-gamma , inketho ye-theta, inketho ye-vega nenketho rho.
UMUZI wokuzihlangula:
Yize singekho isizathu sokukholelwa ukuthi isibali asithembekile, asikho isikweletu esamukelwayo nganoma yimaphi amaphutha noma ukunemba.
Zonke izibalo kulolu hlelo lokusebenza zisekelwe kufomula futhi azibonisi noma yisiphi isiqinisekiso senzuzo, ukonga ngokwezimali, izinzuzo zentela noma okunye. Uhlelo lokusebenza aluhloselwe ukunikeza iseluleko sokutshalwa kwezimali, sezomthetho, sentela, noma sokubalwa kwezimali.
Kubuyekezwe ngo-
Jul 26, 2025