Ứng dụng quyền chọn chứng khoán để kinh doanh và phòng ngừa rủi ro trên cơ sở giao dịch chứng khoán Thành Phố Hồ Chí Minh

B GIÁO DC VÀ ÀO TO TRNG I HC KINH T THÀNH PH H CHệ MINH DNG VN NAM NG DNG QUYN CHN CHNG KHOÁN  KINH DOANH VÀ PHọNG NGA RI RO TRểN S GIAO DCH CHNG KHOÁN THÀNH PH H CHệ MINH LUN VN THC S KINH T THÀNH PH H CHệ MINH ậ NM 2011 B GIÁO DC VÀ ÀO TO TRNG I HC KINH T THÀNH PH H CHệ MINH DNG VN NAM NG DNG QUYN CHN CHNG KHOÁN  KINH DOANH VÀ PHọNG NGA RI RO TRểN S GIAO DCH CHNG KHOÁN THÀNH PH H CHệ MINH    LUN VN THC S KINH T  PGS.TS. NGUYN VN S THÀNH PH H CHệ MINH ậ NM 2011 LI CM N       . V    cho  trong    (anh)  Dng Vn Nam LI CAM OAN     Tp. H Chí Minh, ngày 27 tháng 09 nm 2011 Tác gi lun vn Dng Vn Nam DANH MC CÁC T VIT TT TTCK    TTLKCK  SGDCK  HTTT  OTC  TPCP  CBOE  OCC : C CNH    UBCKNN  DNNN  HOSE  HNX  NYSE  AMEX  VN INDEX  NASDAQ OTC) GDP  ITM  ATM  OTM  DANH MC CÁC HÌNH V  TH Biu đ 2.1  22 Biu đ 2.2  24 Biu đ 2.3  26 Biu đ 2.4  27 Biu đ 2.5  29 Biu đ 2. 6  30 Biu đ 3.1  . 39 MC LC 1  :   3  3  4   5 5 7  9 9 1.3.  10   10  13   13  13  13  14  14  14   14   14   15  15   15   15  16  16  16  : 19 2.1 trong kinh doanh  19 2.1 20 2.1 20 2.1.1.2 Chi 20 2.1.1.3  21 2.2.1.4  21 2.1  22 2.1 22 2.1.2.2  23 2.1.2.3  23 2.1.2.4  24 2.1 5 2.15 2.1  2.1  (Volatile Mark 27 2.1 28 2.1 29 2.2   trong   31 2.2 31 2.2.1.1  31 2.2  31 2.2 32 2.2.2.1  32 2.2.2.2    32 2.2.3  32 2.2.4  34 2.2 34  :    36   36 S  36 39 3.2 . 43 3.2.1  43 3.2.2 . 44 3.2.2.44 3.2.2.2  44 3.2.2.3  44 3.2.2.4  45 3.2.2.5  45 3.2.3 C 46 3.2.3.1 . 46 3.2.3.2 Vai tr 47 3.2.4  47 3.2.4.1  47 3.2.4.2  48 3.2 48 3.2 48 3.2 50 3.3 SGD. 51 3.3 51 3.3 51 3.3 52 3.3i  52 3.3.5 X 52 SGD 53  53  53  54 . 54     TP.HCM 55  c 55 4.1SGD 55   56 4.2   SGD 58 4.2 n 58 4.2  58 4.2 58 4.2 59 4.2 60 4.20 4.2 trong kinh doanh 61 4.2  . 61 4.2 62 4.2c 62 4.2  63 4.2.2.5   64 4.3  64 4.3  64 4.3  65 4.3 65  67 .68 [...]... : (Tron gian (120USD x 100) - (100USD x 100) = 2000USD - 200USD - mua ) 8 XYZ (100USD x 100) - (80USD x 100) = 2000USD - 200USD - 1.3.1 rong kinh doanh 9 1.3.2 g trong ro, cao T 10 - (leverage 11 doanh - khi 12 (Market price and strike price of the underlying stock) (Time remaining until expiration) 1.5.3 b 13 (Dividend) i (Free short term interest rate) (Coupon interest rate) a , khi tham gia giao. .. giao 1 14 - , cao c - 15 - - (Clearing Center) 16 gia v 6/2007 T 17 g theo v SGDCK 18 2.1 - - - 19 - 2.1 (Bull Market) 2.1.1 2.1.1.2 20 2.1.1.3 mua 2.1.1.4 21 mua , mua mua Profit/Loss Graph) - 2.1.2 Kinh doanh options trong 2.1 ( ) 22 N 2.1.2.2 n 2.1.2.3 23 2.1.2.4 - 24 - 2.1.3 2.1 - C - 25 2.1 ( 26 ...1 , trong cho n , , a tr 2 - trong khai q SGDCK TP.HCM 1 - ng SGDCK TP.HCM, SGDCK TP HCM Chicago SGDCK TP.HCM - - 5 - SGDCK TP , - TTCK - : SGDCK n - : SGDCK TP.HCM - 2 G b T p p c p p ) 1500s ( ) 3 theo g 1.2 4 1.2.1 . DC VÀ ÀO TO TRNG I HC KINH T THÀNH PH H CHệ MINH DNG VN NAM NG DNG QUYN CHN CHNG KHOÁN  KINH DOANH VÀ PHọNG NGA RI RO TRểN S GIAO DCH CHNG KHOÁN. THÀNH PH H CHệ MINH DNG VN NAM NG DNG QUYN CHN CHNG KHOÁN  KINH DOANH VÀ PHọNG NGA RI RO TRểN S GIAO DCH CHNG KHOÁN THÀNH PH H CHệ MINH . CHNG KHOÁN THÀNH PH H CHệ MINH LUN VN THC S KINH T THÀNH PH H CHệ MINH ậ NM 2011 B GIÁO DC VÀ ÀO TO TRNG I HC KINH T THÀNH PH