Effect of the time to maturity on the risk of the covered call strategy

This chapter illustrates the selected issues connected with the covered call strategy: the strategy design, the impact of certain variables (the price of the underlying asset and time to expiration (maturity) on the performance of the values of the ratios delta, gamma, vega, theta, and rho. These ra...

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Veröffentlicht in:	Eurasia Business and Economics Society (26. : 2018 : Prag) Eurasian economic perspectives
1. Verfasser:	Dziawgo, Ewa (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2020
Schlagworte:	Financial instruments > Measures of risk > Risk management > Aufsatz im Buch > Kongressbeitrag
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