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Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen

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Lehrbass, F. Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen. Credit and Capital Markets – Kredit und Kapital, 27(4), 591-627. https://doi.org/10.3790/ccm.27.4.591
Lehrbass, Frank B. "Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen" Credit and Capital Markets – Kredit und Kapital 27.4, 1994, 591-627. https://doi.org/10.3790/ccm.27.4.591
Lehrbass, Frank B. (1994): Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen, in: Credit and Capital Markets – Kredit und Kapital, vol. 27, iss. 4, 591-627, [online] https://doi.org/10.3790/ccm.27.4.591

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Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen

Lehrbass, Frank B.

Credit and Capital Markets – Kredit und Kapital, Vol. 27 (1994), Iss. 4 : pp. 591–627

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Frank B. Lehrbass, Dortmund

References

  1. Bauer, H., 1991: Wahrscheinlichkeitstheorie. Berlin: de Gruyter. - Black, F., Scholes, M., 1973: The Pricing of Options and Corporate Liabilities, J of Political Economy 81, 637 - 654.  Google Scholar
  2. Brauner, R., Geiß, F., 1990: Das Abitur-Wissen Mathematik. Frankfurt am Main: Fischer.  Google Scholar
  3. Brock, W. A., Malliaris, A. G., 1982: Stochastic Methods in Economics and Finance. New York: Elsevier.  Google Scholar

Abstract

An Introductory to Continuous-Scale Derivatives Evaluation in a Non-Arbitrage Environment on the Basis of the Example of European Foreign-Exchange Options

The legendary evaluation formulae of Black/Scholes (1973) and Garman/Kohlhagen (1983) are explained in great detail in a didactically attractive manner. To begin with, two fundamental discoveries concerning the option price theory are explained with the help of a simple binomial model: independence of optionrights evaluations from market participants’ risk-acceptance propensity and the resultant possibility of evaluating option rights in an imaginary risk-free environment. This is followed by a model reflecting the dynamism of prices - Brown’s geometric progression. This is the basis of the Garman/Kohlhagen differential equation, which provides the justification of the two aforementioned fundamental discoveries pertaining to the continuous-scale evaluations. With the help of evaluations in a risk-free environment, the Garman/Kohlhagen formula is subsequently developed, which includes the Black /Scholes formula describing a special case. Reading this introductory presupposes nothing more than “A-level knowledge of mathematics”.