This graduation thesis analyses the spot and forward markets; the focus is on stock and stock-call options for two German companies -- Deutsche Bank and Commerzbank. Price movement and evaluation/devaluation for the financial instrument are measured over a specific period of time. The closing chapter compares both markets using three criteria -- leverage effect, analysis of volume and traded contracts, and how volatility affects the call option price.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:17074 |
| Date | January 2009 |
| Creators | Buksová, Jana |
| Contributors | Dvořák, Petr, Jablonský, Petr |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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