Investavimas finansų rinkose

Valakevičius, Eimutis

doi:10.5755/e01.9786090216552

Cited by 4 publications

(7 citation statements)

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“…Ateities, būsimieji, pasirinkimo ir apsikeitimo sandoriai dažnai naudojami tiek įmonių, tiek individualių investuotojų, kurie siekia apsisaugoti nuo nepalankių valiutos, palūkanų normos, akcijų ir kito turto kainų svyravimų, naudodami išvestines finansines priemones, kurios leidžia sudaryti sandorius norimam baziniam turtui dabartinėmis rinkos kainomis. Išvestine finansine priemone laikomas toks vertybinis popierius, kurio vertė priklauso nuo bazinio turto vertės (Chui, 2016;Dejanovski, 2014;Helfenstein, 2017;Juozapavičienė, 2013;Kancerevyčius, 2009;Valakevičius, 2008). Tai finansiniai sandoriai, kurių vertė nustatoma iš rinkos finansinių priemonių kainos tam tikru laiku (akcijų, obligacijų, valiutos, prekių ir pan.…”

Section: įVadasunclassified

“…Lietuvių autoriai Rutkauskas ir Stankevičius (2006), Valakevičius (2008), Kancerevyčius (2009), Sūdžius (2011) ir užsienio autoriai Chui (2016), Dejanovski (2017), Helfenstein (2017), Anton (2016), Sahoo (2016) bei Jiang ir kt. (2017), Hull (2015) ir daugelis kitų moksliniuose darbuose analizuoja išvestines finansines priemones, daugiausia pasirinkimo sandorius.…”

Section: įVadasunclassified

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Assessment of Option Price Volatility

Sodaunykaitė

Martinkutė-Kaulienė

2020

Science - Future of Lithuania

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Financial derivatives are becoming increasingly popular on a daily basis. As markets become more unpredictable, companies and individual investors are increasingly using these tools to manage risk, leverage, and increase investment returns. The most important aspect of any contract is the contract price, as the financial result of the contract depends on the price. Also for an options. In each case, the option price depends on many factors that are difficult to define and predict in advance. The price sensitivity of the option allows you to determine where and on what the option price depends. Knowing this, the investor can manage the risk of the options. The purpose of the article is to assess the sensitivity of different options to market factors based on scientific literature and real market data. The study uses the Black-Scholes option pricing model, calculating and analyzing the value of Greek letters for the determination and valuation of transaction price sensitivity. The study showed that the most sensitive to changes in the underlying asset price, volatility and risk-free interest rate is the price of the currency option, and the price of the gold option is most sensitive over time (although in theory, gold retains its value in the long run). Knowing which components a particular option is sensitive to and capable of predicting changes in those components, you can predict changes in the option price and avoid additional risk.

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Section: įVadasunclassified

Assessment of Option Price Volatility

Sodaunykaitė

Martinkutė-Kaulienė

2020

Science - Future of Lithuania

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“…Analizuojamoje literatūroje autoriai ilgalaikes investicijas dažniausiai skirsto pagal investavimo objektus į realiąsias, kurios dar vadinamos kapitalo investicijomis, ir finansines. Norvaišien÷ (2006), Treigien÷ (2010), Aleknevičien÷ (2009), Valakevičius (2008) kapitalo investicijoms priskiria investicijas į ilgalaikio materialaus ir nematerialaus turto sukūrimą ar įsigijimą arba jo vert÷s didinimą. Tačiau kiti autoriai (Rutkauskas, Sūdžius, Mackevičius (2009); Žvinklys, Vabalas (2006)) kapitalo investicijoms priskiria ne tik ilgalaikio, bet ir trumpalaikio turto įsigijimą, sukūrimą ar jo vert÷s didinimą.…”

Section: Investicijų Ir Investavimo Sąvokų Identifikavimasunclassified

“…Anot Treigien÷s (2010), kuo šios investicijos yra didesn÷s, tuo greičiau jos spartina ekonomikos augimą. Šios investicijos parodo pinigines išlaidas, iš kurių tikimasi gauti naudą ateityje: uždirbti pinigų srautus (Juozaitien÷, 2008) ir gauti grynąsias pajamas (Valakevičius, 2008). Min÷tų autorių teiginį apie šios investicijų rūšies išskirtines savybes, tokias kaip ilgalaikis pobūdis, santykinai didelių investicijų pareikalavimas, dažnai gana sud÷tingo pobūdžio, pagrindžia Boyd (2013).…”

Section: Investicijų Ir Investavimo Sąvokų Identifikavimasunclassified

Investicijų į ilgalaikį turtą finansinio pagrindimo modelis

Beniušytė

Zonienė

2014

BATP

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The analysis of the investments to fixed assets revealed that there is no common system in evaluation of investments to fixed assets. The financial model of investments to fixed assets is recommended. The model consists of these stages: 1) the need determination of investments in fixed assets; 2) financing sources selection of the investments in fixed assets; 3) the calculation of financial benefits of the investments in fixed assets; 4) risk identification of the investment in fixed assets; 5) decision making.

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“…Atlygis arba pelnas iš investicijų gaunamas dviem pagrindin÷mis formomis: dabartin÷mis įplaukomis (pajamomis) arba padid÷jusia verte. Valakevičius, (2008) Tai šiandienin÷s vert÷s (pinigų ir kitų kapitalinių išteklių) aukojimas perkant realųjį turtą ar vertybinius popierius, tikintis ateityje gauti didesnę vertę, proporcingą prisiimtai rizikai. Šaltinis: sudaryta autor÷s remiantis mokslin÷s literatūros analize.…”

Section: Lr Investicijų įStatymasunclassified

Individual investor investment alternatives assessment criteria modelling

Kiyak

2014

BATP

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Private investment is one of the most important people financial components. Basically, it is an investment activity undertaken by individuals. In most cases investment efforts are intended to ensure the financial security later in life. The choice of them is relatively wide. However, for individual investors information about this receipt flow frequent is limited or poorly accessible. Therefore individual investors potential types of investment choices, their benefits and disadvantages of summation research in this area is valuable, relevant and new, both in theoretical and practical terms. Objective of the study - conclude individual investors potential investment alternatives selection model under the most relevant criteria. For an individual investor to understand the possible role of investment and management capabilities article summarizes the works of scientists presented the concept of investment. Individual investor's investment - is the active use of money, during which the money earns money and work for people and the partially guarantees additional revenue, provide permanent capital increase to satisfy the personal needs, implementing personal financial goals. For individual investor is most relevant investment funds classify according to investment properties, investor type and by period of investment and risk levels. In order to evaluate the investment options preferred by an individual investor was identified seven individual investors potential investment alternatives evaluation criteria: low risk of losing money; a high return; the initial amount of capital; lack of knowledge; access to information; short payback period; lack of need for continuous investment. In Article individual investor's investment options structured, provided essential types of investments advantages and disadvantages, also investments divided into two main groups. 1. Investment alternatives that do not require a large initial capital or nor the additional knowledge, and with little risk of losing money, the long payback period, adequate information dissemination about them, but with little return (deposits, government saving measures, gold). 2. Investment options on which information is available in difficult, often require additional knowledge, a bigger risk of losing money, but a short payback period (stocks, real estate, art values).

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Investavimas finansų rinkose

Cited by 4 publications

References 0 publications

Assessment of Option Price Volatility

Assessment of Option Price Volatility

Investicijų į ilgalaikį turtą finansinio pagrindimo modelis

Individual investor investment alternatives assessment criteria modelling

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