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|3 10.37137/1416-008-001-010
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|a eng
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|b الجزائر
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|a Bentouir, Naima
|e Author
|9 513121
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|a Evaluation Of Call Stock Options In The Kuwait Stock Exchange
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|b جامعة الوادي - كلية العلوم الاقتصادية والتجارية وعلوم التسيير
|c 2018
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|a 155 - 168
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|a بحوث ومقالات
|b Article
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|b The options pricing on financial assets represents a subject of great interest to academics and practitioners in the financial markets; it is also a phenomenon that has preoccupied specialists in financial and mathematics domains. The Black-Sholes model (1973) is the benchmark model of many models; this model provides us with a basic tool for the pricing option contracts traded in markets. Moreover, it was based on many assumptions that are the stability of volatility, the risk free rate, and the normal distribution. The main objective of the present study is the exhibition and the interpretation methods that are related to the assessment and pricing of options on financial stocks market through the comparison between the theoretical options prices under Black-Scholes model, Monte Carlo Simulation method, and the current option prices on market; in addition to the validity test of both models in order to predict the market prices by an empirical study for the period from 26 December 2013 to 08 May 2014, with daily data using R software and its packages. Finally, It was found that the Black-Sholes model does not perform when the volatility is higher in both periods 6 and 9 months, but for one year the B-S model proved its ability to predict the current prices with a positive relationship. Other findings highlighted the outperformance of the Monte Carlo Simulation Method to predict the current price only when the volatility is lower for both periods 6 and 9 months.
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|a الأسواق المالية
|a سوق الكويت للأوراق المالية
|a أسعار الأسهم
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692 |
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|b Pricing Options
|b Black Scholes Model
|b Option Market
|b Call Option
|b Kuwait Stock Exchange
|b Monte Carlo Simulation
|b Regression Analysis
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700 |
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|a Bendob, Ali
|e Co-Author
|9 482681
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773 |
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|4 الاقتصاد
|6 Economics
|c 010
|e Roa Iktissadia Review
|f Mağallaẗ ru’ā iqtiṣādiyaẗ
|l 001
|m مج8, ع1
|o 1416
|s مجلة رؤى اقتصادية
|v 008
|x 2253-0088
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700 |
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|a Benzemra, Mankour
|e Co-Author
|9 513124
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856 |
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|u 1416-008-001-010.pdf
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|d y
|p y
|q y
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|a EcoLink
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|c 954553
|d 954553
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