Главная Коллекция "Otherreferats" Финансы, деньги и налоги Options trading

Options trading

A study of investment strategies volatility. The advantages of trading options in the stock market. The concept, nature and characteristics strategies options Straddle, creating a positive return without any cost for transactions using this strategy.

Рубрика Финансы, деньги и налоги
Вид контрольная работа
Язык английский
Дата добавления 20.03.2016
Размер файла 310,3 K

Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже

Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.

Страница:

F-statistic

0.324782

Durbin-Watson stat

1.880511

Prob(F-statistic)

0.571784

Table 12. Dependent Variable: AMD31

Method: Least Squares

Date: 06/20/13 Time: 20:10

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.143285

0.077071

-1.859142

0.0700

MRP

-0.452289

0.851866

-0.530939

0.5983

R-squared

0.006667

Mean dependent var

-0.143319

Adjusted R-squared

-0.016984

S.D. dependent var

0.506941

S.E. of regression

0.511228

Akaike info criterion

1.540387

Sum squared resid

10.97687

Schwarz criterion

1.621487

Log likelihood

-31.88852

F-statistic

0.281897

Durbin-Watson stat

1.873571

Prob(F-statistic)

0.598257

Table 13. Dependent Variable: AMD41

Method: Least Squares

Date: 06/20/13 Time: 20:10

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.205071

0.073464

-2.791440

0.0079

MRP

-0.338206

0.812003

-0.416508

0.6792

R-squared

0.004113

Mean dependent var

-0.205096

Adjusted R-squared

-0.019598

S.D. dependent var

0.482599

S.E. of regression

0.487305

Akaike info criterion

1.444537

Sum squared resid

9.973591

Schwarz criterion

1.525637

Log likelihood

-29.77982

F-statistic

0.173479

Durbin-Watson stat

1.761612

Prob(F-statistic)

0.679159

Table 14. Dependent Variable: INTC11

Method: Least Squares

Date: 06/20/13 Time: 20:11

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.021049

0.029459

0.714498

0.4789

MRP

-0.426904

0.325614

-1.311074

0.1970

R-squared

0.039317

Mean dependent var

0.021016

Adjusted R-squared

0.016444

S.D. dependent var

0.197037

S.E. of regression

0.195410

Akaike info criterion

-0.383045

Sum squared resid

1.603772

Schwarz criterion

-0.301945

Log likelihood

10.42699

F-statistic

1.718915

Durbin-Watson stat

1.528753

Prob(F-statistic)

0.196956

Table 15. Dependent Variable: INTC21

Method: Least Squares

Date: 06/20/13 Time: 20:11

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.034576

0.029170

-1.185346

0.2425

MRP

-0.371737

0.322414

-1.152982

0.2554

R-squared

0.030681

Mean dependent var

-0.034604

Adjusted R-squared

0.007601

S.D. dependent var

0.194229

S.E. of regression

0.193489

Akaike info criterion

-0.402800

Sum squared resid

1.572401

Schwarz criterion

-0.321700

Log likelihood

10.86160

F-statistic

1.329368

Durbin-Watson stat

1.415363

Prob(F-statistic)

0.255438

Table 16. Dependent Variable: INTC31

Method: Least Squares

Date: 06/20/13 Time: 20:11

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.154962

0.077340

-2.003633

0.0516

MRP

0.622535

0.854847

0.728242

0.4705

R-squared

0.012470

Mean dependent var

-0.154914

Adjusted R-squared

-0.011043

S.D. dependent var

0.510208

S.E. of regression

0.513017

Akaike info criterion

1.547375

Sum squared resid

11.05384

Schwarz criterion

1.628474

Log likelihood

-32.04224

F-statistic

0.530336

Durbin-Watson stat

2.066215

Prob(F-statistic)

0.470507

Table 17. Dependent Variable: INTC41

Method: Least Squares

Date: 06/20/13 Time: 20:12

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.198518

0.076548

-2.593382

0.0130

MRP

0.622766

0.846089

0.736053

0.4658

R-squared

0.012735

Mean dependent var

-0.198471

Adjusted R-squared

-0.010771

S.D. dependent var

0.505049

S.E. of regression

0.507761

Akaike info criterion

1.526778

Sum squared resid

10.82850

Schwarz criterion

1.607878

Log likelihood

-31.58913

F-statistic

0.541774

Durbin-Watson stat

2.031602

Prob(F-statistic)

0.465789

Table18. Dependent Variable: MSFT11

Method: Least Squares

Date: 06/20/13 Time: 20:12

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.171574

0.045580

3.764255

0.0005

MRP

-0.198885

0.503796

-0.394772

0.6950

R-squared

0.003697

Mean dependent var

0.171559

Adjusted R-squared

-0.020025

S.D. dependent var

0.299360

S.E. of regression

0.302342

Akaike info criterion

0.489874

Sum squared resid

3.839251

Schwarz criterion

0.570973

Log likelihood

-8.777225

F-statistic

0.155845

Durbin-Watson stat

1.908885

Prob(F-statistic)

0.695009

Table 19. Dependent Variable: MSFT21

Method: Least Squares

Date: 06/20/13 Time: 20:12

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.120748

0.044724

2.699848

0.0100

MRP

-0.242922

0.494336

-0.491411

0.6257

R-squared

0.005717

Mean dependent var

0.120729

Adjusted R-squared

-0.017957

S.D. dependent var

0.294037

S.E. of regression

0.296665

Akaike info criterion

0.451961

Sum squared resid

3.696418

Schwarz criterion

0.533060

Log likelihood

-7.943138

F-statistic

0.241485

Durbin-Watson stat

1.926779

Prob(F-statistic)

0.625694

Table 20. Dependent Variable: MSFT31

Method: Least Squares

Date: 06/20/13 Time: 20:13

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.125272

0.086174

1.453713

0.1535

MRP

-0.244242

0.952481

-0.256427

0.7989

R-squared

0.001563

Mean dependent var

0.125253

Adjusted R-squared

-0.022209

S.D. dependent var

0.565367

S.E. of regression

0.571610

Akaike info criterion

1.763670

Sum squared resid

13.72301

Schwarz criterion

1.844770

Log likelihood

-36.80075

F-statistic

0.065755

Durbin-Watson stat

1.806501

Prob(F-statistic)

0.798873

Table 21. Dependent Variable: MSFT41

Method: Least Squares

Date: 06/20/13 Time: 20:13

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.074982

0.084075

0.891850

0.3776

MRP

-0.255327

0.929285

-0.274756

0.7849

R-squared

0.001794

Mean dependent var

0.074963

Adjusted R-squared

-0.021973

S.D. dependent var

0.551662

S.E. of regression

0.557689

Akaike info criterion

1.714360

Sum squared resid

13.06274

Schwarz criterion

1.795460

Log likelihood

-35.71592

F-statistic

0.075491

Durbin-Watson stat

1.797788

Prob(F-statistic)

0.784851

Table 22. Dependent Variable: S1

Method: Least Squares

Date: 06/21/13 Time: 15:55

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.117083

0.038762

3.020596

0.0043

MRP

0.577203

0.428435

1.347237

0.1851

R-squared

0.041425

Mean dependent var

0.117127

Adjusted R-squared

0.018602

S.D. dependent var

0.259541

S.E. of regression

0.257115

Akaike info criterion

0.165806

Sum squared resid

2.776551

Schwarz criterion

0.246906

Log likelihood

-1.647735

F-statistic

1.815048

Durbin-Watson stat

1.934760

Prob(F-statistic)

0.185128

Table 23. Dependent Variable: S2

Method: Least Squares

Date: 06/21/13 Time: 15:55

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.027665

0.037046

0.746782

0.4594

MRP

0.489431

0.409466

1.195290

0.2387

R-squared

0.032898

Mean dependent var

0.027702

Adjusted R-squared

0.009872

S.D. dependent var

0.246954

S.E. of regression

0.245732

Akaike info criterion

0.075239

Sum squared resid

2.536138

Schwarz criterion

0.156339

Log likelihood

0.344741

F-statistic

1.428718

Durbin-Watson stat

1.941183

Prob(F-statistic)

0.238679

Table 24. Dependent Variable: S3

Method: Least Squares

Date: 06/21/13 Time: 15:56

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.023666

0.087544

-0.270336

0.7882

MRP

1.306015

0.967629

1.349706

0.1843

R-squared

0.041571

Mean dependent var

-0.023567

Adjusted R-squared

0.018751

S.D. dependent var

0.586223

S.E. of regression

0.580701

Akaike info criterion

1.795227

Sum squared resid

14.16297

Schwarz criterion

1.876327

Log likelihood

-37.49500

F-statistic

1.821707

Durbin-Watson stat

2.525898

Prob(F-statistic)

0.184340

Table 25. Dependent Variable: S4

Method: Least Squares

Date: 06/21/13 Time: 15:56

Sample (adjusted): 1 44

Included observations: 44 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-0.113625

0.085020

-1.336461

0.1886

MRP

1.194701

0.939728

1.271327

0.2106

R-squared

0.037057

Mean dependent var

-0.113535

Adjusted R-squared

0.014129

S.D. dependent var

0.567983

S.E. of regression

0.563957

Akaike info criterion

1.736710

Sum squared resid

13.35797

Schwarz criterion

1.817809

Log likelihood

-36.20762

F-statistic

1.616273

Durbin-Watson stat

2.419165

Prob(F-statistic)

0.210608

Размещено на Allbest.ru

Страница:


Подобные документы

  • To investigate a credit channel of monetary policy transmission

    Study credit channel using clustering and test the difference in mean portfolio returns. The calculated debt-to-capital, interest coverage, current ratio, payables turnover ratio. Analysis of stock market behavior. Comparison of portfolios’ performances.

    курсовая работа [1,5 M], добавлен 23.10.2016

  • Specificity exchange market

    Types and functions exchange. Conjuncture of exchange market in theory. The concept of the exchange. Types of Exchanges and Exchange operations. The concept of market conditions, goals, and methods of analysis. Stages of market research product markets.

    курсовая работа [43,3 K], добавлен 08.02.2014

  • Financial institutions

    The concept, types and regulation of financial institutions. Their main functions: providing insurance and loans, asset swaps market participants. Activities and basic operations of credit unions, brokerage firms, investment funds and mutual funds.

    реферат [14,0 K], добавлен 01.12.2010

  • Foreign investments in Russian economy

    Strategy of foreign capital regulation in Russia. Russian position in the world market of investments. Problems of foreign investments attraction. Types of measures for attraction of investments. Main aspects of foreign investments attraction policy.

    реферат [20,8 K], добавлен 16.05.2011

  • Theory of Finance

    Fisher Separation Theorem. Consumption Vs. Investment. Utility Analysis. Indifference Curves. The satisfaction levels. Indifference Curves and Trade Off between Present and Future Consumptions. Marginal Rate of Substitution. Capital Market Line.

    презентация [1,5 M], добавлен 22.06.2015

  • Value of bonds and common stocks

    Example of a bond valuing. Bond prices and yields. Stocks and stock market. Valuing common stocks. Capitalization rate. Constant growth DDM. Payout and plowback ratio. Assuming the dividend. Present value of growth opportunities. Sustainable growth rate.

    презентация [748,8 K], добавлен 02.08.2013

  • Foreign Direct Investment in Kyrgyzstan

    The economic benefits to the recipient countries by providing capital, foreign exchange. The question of potential causality between foreign debt and domestic savings in the context of the Kyrgyz Republic. The problem of tracking new private businesses.

    реферат [26,7 K], добавлен 28.01.2014

  • Вероятность получить государственную поддержку и конкурентоспособность – диагностирование самоотбора

    Дивестиции как процесс продажи части подконтрольных компании активов и изъятие капиталовложений, ее разновидности в зависимости от условий. Методология формирования выборки и Event Study. Анализ и результаты Event Study для российских металлургов.

    курсовая работа [294,3 K], добавлен 08.02.2017

  • The Global Money Markets and Money Management

    The General Economic Conditions for the Use of Money. Money and Money Substitutes. The Global Money Markets. US Money Market. Money Management. Cash Management for Finance Managers. The activity of financial institutions in the money market involves.

    реферат [20,9 K], добавлен 01.12.2006

  • A balance sheet

    Тhe balance sheet company's financial condition is divided into 2 kinds: personal and corporate. Each of these species has some characteristics and detail information about the assets, liabilities and provided shareholders' equity of the company.

    реферат [409,2 K], добавлен 25.12.2008

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу.

© 2000 — 2025, ООО «Олбест» Все наилучшее для вас